Davide Salvatore Mare

Broschiertes Buch

MACROECONOMIC FACTORS AND SMALL BANK FAILURES

THE CASE OF THE ITALIAN COOPERATIVE BANKS

Beschreibung

This research uses bank-level data and macroeconomic factors to assess the following two questions: (1) Does the external environment influence the occurrence of failure of small banks? (2) In terms of goodness-of-fit, do macroeconomic indicators improve model performance? These issues are addressed for the Italian Cooperative Banks using an unbalanced panel model. The results show that local geographical variables do matter in the estimation of the probability of failure and that model performance improves after their introduction in the analysis.

Autor

Dr. Davide Salvatore Mare is a senior consultant at Management Solutions. He graduated with a PhD in Banking and Finance from University of Rome Tor Vergata in June 2010. He also obtained his Master of Science in Finance from Pompeu Fabra University in July 2009. The main areas of his expertise are risk management,financial markets and instruments

Produktdetails

• Verlag: LAP Lambert Academic Publishing
• Seitenzahl: 76
• Erscheinungstermin: 1. Juli 2011
• Englisch
• Abmessung: 220mm x 150mm x 5mm
• Gewicht: 131g
• ISBN-13: 9783844388169
• ISBN-10: 3844388168
• Artikelnr.: 33694816