bank failure / typical accounting-ratio-based models / search process / bank failure prediction / Market value accounting / bank failure models / book value accounting / bank / individual banks / rigorous liquidity risk management / bank failure prediction models / bank failure model / predicted bank failures / systematic liquidity risk management / bank data / typical accounting-ratio-based bank failure models / bank failures / otherwise solvent bank / liquidity risk management / /
Organization
Comptroller of the Currency / Department of Economics / Stanford University / United States Department of the Treasury / Basel Committee on Banking Supervision / U.S. Treasury / /
Person
Gale / Lando / Beaver / Shin / Nuxoll / Adrian / Bharath / Duffie / Allen / / /
Liquidity Risk, Market Valuation, and Bank Failures Deming Wu and Han Hong* Abstract We propose a model that links the conditional probability of bank failure to insolvency and liquidity risks, and show that liquidity ri