An Empirical Analysis of the Determinants of Bank’s Default Risk Across Europe

QR Code

An Empirical Analysis of the Determinants of Bank’s Default Risk Across Europe

This thesis examines the joint role of macroeconomic and micro-bank specific determinants of bank risk using Z-score as quantifying measure of bank stability. We focus on the countries of the European region, analysing individual bank level data from 2011 to 2017, a period that the financial crisis...

Full description

Bibliographic Details
Main Author:	Theocharous, Savvas / S.T
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Online Access:	https://eprints.nottingham.ac.uk/54900/

Similar Items

An empirical analysis of the determinants of banks’ default risk- UK commercial banks
by: Dangol, Saila
Published: (2018)

Empirical Analysis of Default Risk in Chinese Listed Commercial Banks
by: Wang, Guo-Hua
Published: (2017)

The determinants of bank default risk: Evidences from Vietnamese commercial banks
by: Vu, Bich Ngoc
Published: (2017)

The Determinants of Bank Default Risk: Evidence from the US Commercial Banks
by: Xiao, Xinyue
Published: (2019)

The determinants of bank default risk: Evidence from Hong Kong banks
by: Wu, Qiong
Published: (2019)

The Determinants of Bank Default Risk: Evidence from Commercial Banks in China
by: SHAO, Lin
Published: (2020)

Rental Price Prediction In Brazil Using Machine Learning
by: Theocharous, Savvas
Published: (2020)

An Investigation of Different Determinants of Default Risks: Evidence from Chinese Commercial Banks
by: SHI, YINGQI
Published: (2019)

An empirical analysis of the determinants of borrowers’ default risk in peer-to-peer (P2P) lending in China
by: Huang, Xinyu
Published: (2019)

An analysis of the impact of credit risk and liquidity risk on default probability in European banks
by: Persand-Gujadhur, Hurvashee
Published: (2014)

The Determinants of Bank Default Risk: Evidence from Commercial Banks in the United States from 2011-2017
by: FANG, JIE
Published: (2018)

The Determinants of Bank Default Risk: Evidence from Commercial Banks in the United States from 2011-2017
by: FANG, JIE
Published: (2018)

Is bank risk appetite relevant to bank default in times of Covid-19?
by: Lee, Pei Ling, et al.
Published: (2022)

The Determinants of Bank Default Risk: Evidence from Commercial Banks in Euro Area under the Background of Brexit Referendum
by: LI, Jingchao
Published: (2018)

Determinants of rule of law in Northern and Western Europe: an empirical study
by: Buba, Saad, et al.
Published: (2018)

An empirical analysis of the determinants of credit risk in Chinese banking sector
by: Fanyue, Li
Published: (2018)

An empirical analysis of the determinant of bank asset risks in Southeast Asia
by: Sumprasert, Sukhita
Published: (2018)

Analysis of The Determinants of Bank’s Credit Risk：An Empirical Study of Commercial Banks in China
by: Li, Haoyu
Published: (2017)

An empirical analysis of the determinants of bank's credit risk and evaluating the relationship between these determinants and the credit risk
by: Feng, Shu-Xin
Published: (2015)

Financial inclusion and companies' default risk
by: Tunde, Matemilola Bolaji
Published: (2024)

Bank liquidity risk determinants analysis: Empirical evidence from Chinese commercial banks.
by: Li, Xinyi
Published: (2019)

Empirical analysis and evaluation of the determinants of credit risk of the EU banking system
by: FANG, ZHENG
Published: (2019)

DRIVER: Building the Network for Accessing Digital Repositories across Europe
by: Feijen, Martin, et al.
Published: (2007)

Native oak chloroplasts reveal an ancient divide across Europe
by: Ferris, C., et al.
Published: (1993)

What drives Management Buyout activity across Europe? A panel data analysis
by: Daley, Philip
Published: (2009)

Handling default risks in microfinance: the case of Bangladesh
by: Kassim, Salina, et al.
Published: (2018)

An Empirical Study of Credit Risk Determinants in UK Banks
by: ZHOU, YUBING
Published: (2022)

The determinants of bank’s credit risk: ---An empirical study of UK commercial banks
by: Xu, zeyang
Published: (2019)

The determinants of bank’s credit risk: ---An empirical study of UK commercial banks
by: Xu, zeyang
Published: (2019)

Remedies for default in Islamic banking: home and car financing
by: Hassan, Rusni, et al.
Published: (2018)

Classification of defaulters in the payment of debt in Islamic banking practices
by: Hasan, Aznan, et al.
Published: (2017)

Predicting likelihood for loan default among bank borrowers
by: Aslam, Muhammad, et al.
Published: (2020)

Algorithm comparison for data mining classification: assessing bank customer credit scoring default risk
by: Elaf Adel Abbas,, et al.
Published: (2024)

Capital adequacy, default risk and macroeconomic shocks in commercial banks in East Asian emerging countries
by: Janvisloo, Mohammadreza Alizadeh
Published: (2015)

Credit risk determinants analysis: Empirical evidence from Chinese commercial banks
by: LU, ZONGQI
Published: (2013)

Determinants of Enterprise Risk Management Implementation: An Empirical Analysis of Commercial Banks in China
by: Wang, Bingying
Published: (2020)

Crustal deformation across and beyond Central Europe and its impact on the boundaries
by: Maciuk, K., et al.
Published: (2021)

Provision of pharmaceutical care by community pharmacists across Europe: is it developing and spreading?
by: Costa, Filipa A., et al.
Published: (2017)

Corporate hedging and default risk: a multinational perspective
by: Le, Khai
Published: (2025)

Analyzing Risk Determinants in Banks: An Empirical Investigation from UK
by: ZOU, YINAN
Published: (2013)