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SSRNRisk, Credit & Banking

Predicting Bank Distress in Europe: Using Machine Learning and a Novel Definition of Distress

The paper presents a machine learning-based early warning system to predict distress in large European banks, with the random forest model performing best.

Featured in No. 83 on 23 Jan 2025 · 8 days after release · 1 citation today

Released
15 Jan 2025
First featured
No. 83 · 23 Jan 2025
Citations (Semantic Scholar)
1
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
23
Identifier
SSRN 5098026

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

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