An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach

Could We Have Seen it Coming? Towards an Early Warning System for Asylum Applications in the EU

“…Besides, some of the models featured in this section may suffer from issues identified elsewhere in the literature (e.g. Filippopoulou et al, 2020), such as the inclusion of post-crisis data, which additionally strengthens the case for using models using time horizons of at least a few months ahead.…”

An Early Warning System for Financial Crises: A Temporal Convolutional Network Approach

“…On the other hand, the logit model was a statistical technique used to analyse the probability of a binary outcome, such as the occurrence of a financial crisis. This model would incorporate various factors and variables to assess the likelihood of a crisis based on historical data (Demirgüç-Kunt & Detragiache, 1998;Canbas et al, 2005;Bussiere & Fratzscher, 2006;Davis & Karim, 2008a, 2008bCaggiano et al, 2014Caggiano et al, , 2016Filippopoulou et al, 2020). Demirgüç-Kunt and Detragiache (1998) examines the causes of systemic banking crises in various countries between 1980 and 1994 though logit model, which indicate that weak macroeconomic conditions, high real interest rates, vulnerability to balance of payments crises, explicit deposit insurance schemes, and weak law enforcement contribute to these crises.…”

“…Caggiano et al (2016) compares binomial and multinomial logit models to build early warning systems for systemic banking crises, finding that the multinomial logit model performs better. Filippopoulou et al (2020) evaluates the predictive validity of risk indicators for systemic banking crises using a multivariate binary logit early warning model, which show that the specific banking variables and financial stress indicators, are important in forecasting crises up to four years in advance. Truong et al (2022) develops an early warning system for financial crises with a focus on small open economies with logit models, which indicates that the extracted factors have better predictivity than the long history indicators.…”

“…Wheelock and Wilson (2000),Domaç and Martinez Peria (2003), VonHagen and Ho (2007),Büyükkarabacak and Valev (2010),Bordo and Meissner (2012),Duca and Peltonen (2013),Krishnamurthy and Muir (2017),Greenwood et al (2022) SignalsEquity-to-assets ratios Money market pressure index Credit and asset price growth Private credit expansions Credit losses Demirgüç-Kunt and Detragiache (1998),Canbas et al (2005),Bussiere and Fratzscher (2006), Karim (2008a, 2008b),Caggiano et al (2014),Caggiano et al (2016),Filippopoulou et al (2020), Truong et al (2022 …”

Forecasting the Financial Result of a High-Tech Company Based on a Logistics Model

“…На развитие бизнеса оказывает негативное влияние недостаток денежных средств в начале деятельности и в процессе функционирования бизнеса [4]. Рациональное использование денежных потоков является одним из основных факторов, влияющих на успех и выживание любых предпринимательских компаний [5,6]. Для объективной оценки эффективности использования денежных потоков компании используется индикатор в виде денежной добавленной стоимости (CVA).…”