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RePEcTrading, Microstructure & Execution

Basel III and Bankruptcy Prediction

Machine learning models show capital is a stronger predictor of bank default than liquidity and Basel III requirements are too low.

Featured in No. 4 on 14 Jun 2023 · on release day

Released
14 Jun 2023
First featured
No. 4 · 14 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:gat:wpaper:2308

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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