Concepedia

Sub-Debt Yield Spreads as Bank Risk Measures

Douglas D. Evanoff, Larry D. Wall

SSRN Electronic Journal · 2001 · 59 citations · 19 references

Open access

Concepts

BusinessFinanceRisk ManagementBankingFinancial Risk ManagementPrudential SupervisionBank Capital AdequacyCapital Structure AnalysisCapital Structure DeterminantsCredit RatingsCredit RiskFinancial RiskBank Credit RiskBorrower Risk AssessmentCapital Adequacy SupervisionCorrective Action ManagementLeverage Ratio AnalysisSupervisory Judgment

References

19

Forecasting Bankruptcy More Accurately: A Simple Hazard Model

Tyler Shumway · The Journal of Business · 2001 · 2.5K citations

Business, Finance, Financial Management +17

Evidence on the (Non) Relationship between Concentration and Profitability in Banking

Michael Smirlock · Journal of money credit and banking · 1985 · 802 citations

Business, Business Economics, Economics +10

Forecasting Bankruptcy More Accurately: A Simple Hazard Model

Tyler Shumway · SSRN Electronic Journal · 1999 · 691 citations · Full text

Business, Finance, Financial Management +17

Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues

David Martin Jones · Journal of Banking & Finance · 2000 · 508 citations

Law, Economics, Finance +16

Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?

Allen N. Berger, Sally M. Davies, Mark J. Flannery · Journal of money credit and banking · 2000 · 375 citations

Business, Finance, Banking +10