Unsustainable credit developments lead to the build-up of systemic risks to financial stability.
While this is an accepted truth, how to assess whether risks are getting out of hand remains …

We consider predicting systemic financial crises one to five years ahead using recurrent
neural networks. We evaluate the prediction performance with the Jórda-Schularick-Taylor …

This paper examines the relation between bank profit performance and business models,
using a machine learning–based approach. The analysis contributes to the literature on this …

Banking in Indonesia. An early warning system (EWS) is widely used as surveillance
mechanism for preserving financial system stability. This paper addresses the issue of …

The widespread and substantial effect of the global financial crisis in history underlines the
importance of forecasting financial crisis effectively. In this paper, we propose temporal …

Previous work suggests that the charter value hypothesis is theoretically grounded and
empirically supported, but not universally. Accordingly, this paper aims to perform an …

Исследование посвящено изучению факторов, значимых для прогнозирования
банковских кризисов. Актуальность работы определяется тем, что, несмотря на все …

We analyze a range of macrofinancial indicators to extract signals about cyclical systemic
risk across 107 economies over 1995–2020. We construct composite indices of underlying …

The paper examines a wide range of potential predictors of 25 international banking crises
that broke out in 2007–2011 on the basis of cross–sectional logit models and the BCT …

Un système d'alerte précoce vise ici à prédire les crises bancaires dans 48 pays de 1977 à
2010. Une approche bayésienne fournit des prévisions robustes. La croissance de l'activité …