The University of Southampton
University of Southampton Institutional Repository

Identifying "problem banks" in the German co-operative and savings bank sector: an econometric analysis

Schaeck, Klaus and Wolfe, Simon (2005) Identifying "problem banks" in the German co-operative and savings bank sector: an econometric analysis At MMF 2005: 37th annual conference of the Money, Macro and Finance Research Group. 01 - 03 Sep 2005. 39 pp.

Record type: Conference or Workshop Item (Paper)

Abstract

This paper provides the first econometric analysis of problem banks in Germany. Drawing on an original dataset of distressed co-operative and savings banks, we develop early warning indicators for banking difficulties using a parametric approach. Taking the idiosyncratic characteristics of the German banking sector into account and controlling for microeconomic variables, we evaluate as to whether bank type and location matter. Findings indicate that banks in West Germany are less risky than credit institutions in the Neue Länder and that co-operatives are more prone to experience financial difficulties than savings banks. We conclude that a model that combines both savings and co-operative banks is sufficient to identify problem institutions up to three years prior to the surfacing of distress.

Full text not available from this repository.

More information

Published date: 2005
Venue - Dates: MMF 2005: 37th annual conference of the Money, Macro and Finance Research Group, 2005-09-01 - 2005-09-03

Identifiers

Local EPrints ID: 36588
URI: http://eprints.soton.ac.uk/id/eprint/36588
PURE UUID: 51c5d879-d699-4be1-ab71-7a1d488afee5

Catalogue record

Date deposited: 25 May 2006
Last modified: 17 Jul 2017 15:44

Export record

Contributors

Author: Klaus Schaeck
Author: Simon Wolfe

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×