MODELLING BANK DISTRESS EVENTS: THE EFFECT OF NETWORK CONNECTEDNESS
Predicting bank distress is important since it is strongly related to financial stability. This study introduces the early-warning model that incorporates banking network connection to predict bank distress events for Indonesian banks. We employ variance decomposition to estimate the weighted con...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/36847 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |