The threshold effects of income diversification on bank stability: an efficiency perspective based on a dynamic network slacks-based measure model

B Ben Lahouel, L Taleb, K Kočišová… - Annals of Operations …, 2023 - Springer
This study examines whether nonlinear effects of income diversification on bank stability
occurs in the European banking system. Based on the framework developed by Tone and …

Measuring the Credit Risk of Bank Based on Z-Score And KMV-Merton Models: Evidence from Iran

M Roshandel, M Fallahshams… - Advances in …, 2023 - amfa.arak.iau.ir
This paper examines the credit risk in the Iranian banks during 2008 to 2018 through the Z-
score (Accounting based data) and the KMV-Merton (Market based information) models. In …