Concepedia

Capital shortfall: A multicriteria decision support system for the identification of weak banks

Minas-Polyvios Tsagkarakis, Fotios Pasiouras

Decision Support Systems · 2021 · 15 citations · 45 references

DOI

Concepts

References

45

A Simple Generalisation of the Area Under the ROC Curve for Multiple Class Classification Problems

David J. Hand, Robert John Till · Machine Learning · 2001 · 2.3K citations · Full text

, , +8

SRISK: A conditional capital shortfall measure of systemic risk

Christian T. Brownlees, Robert F. Engle · IRIS - Institutional Research Information System (Libera Università Internazionale degli Studi Sociali Guido Carli) · 2017 · 1.3K citations

, , +16

Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks

Viral V. Acharya, Robert F. Engle, Matthew Richardson · American Economic Review · 2012 · 1.2K citations

, , +17

Financial Stability Review

Reserve Bank · 2011 · 1.2K citations

Early warning of bank failure

Daniel Martin · Journal of Banking & Finance · 1977 · 963 citations

, , +14