Relevance of size in predicting bank failures
Research output: Contribution to journal › Article › peer-review
- Al Imam Mohammad Ibn Saud Islamic University , Riyadh
Employing a statistical model-building strategy, this study aims to analyse the United States' bank failures across different size categories (small, medium, and large). Our results suggest that factors associated with bank failures vary across respective size categories, and the average marginal effects (AMEs) of mutually significant covariates also exhibit significant variability across different size classes of banks. The results are robust to up-to 3 years of lagged regression estimates, various control variables, interaction between bank size and bank charter, alternative bank size classifications, and macroeconomic crisis periods.
|Journal||International Journal of Finance and Economics|
|Early online date||21 Jul 2020|
|Publication status||E-pub ahead of print - 21 Jul 2020|