Reassessing bank monitoring models: An empirical analysis of the value of market signals in the period 2008-2020

One of the major goals of bank supervisors is to predict bank distress events. As the environment changes, it is crucial to reassess and improve the models used in monitoring banks. The financial soundness of banks is traditionally assessed based on accounting ratios. However, the incorporation of m...

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Bibliographic Details
Main Author: Costa, Tânia (author)
Other Authors: Lobão, Júlio (author), Pacheco, Luís Miguel (author)
Format: article
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/11328/3986
Country:Portugal
Oai:oai:repositorio.uportu.pt:11328/3986