Prescreening bank failures with K-means clustering: Pros and cons

Author:

Parnes Dror,Gormus Alper

Publisher

Elsevier BV

Reference58 articles.

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2. The geographic distribution and characteristics of U.S. bank failures, 2007–2010: Do bank failures still reflect local economic conditions?;Aubuchon;Federal Reserve Bank of St. Louis Review,2010

3. Modelling correlated market and credit risk in fixed income portfolios;Barnhill;Journal of Banking & Finance,2002

4. Neural nets or the logit model? A comparison of each model’s ability to predict commercial bank failures;Bell;International Journal of Intelligent Systems in Accounting, Finance and Management,1997

5. Predicting distress in European banks;Betz;Journal of Banking & Finance,2014

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