Bank Insolvency Risk and Different Approaches to Aggregate Z-Score Measures: A Note
Research output: Contribution to journal › Article › peer-review
Colleges, School and Institutes
We discuss to what extent existing approaches to the construction of aggregate Z-score measures capture the notion of systemic soundness, propose some alternative ones that could be just as informative and have potential complementary value, and illustrate how these different approaches compare using a data set of Organisation for Economic Co-operation and Development (OECD) commercial, cooperative and savings banks for the period 1994–2008.
|Number of pages||3|
|Journal||Applied Economics Letters|
|Publication status||Published - 2011|