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| Author: | Clare, A. Priestley, R. |
| Title: | Calculating the probability of failure of the Norwegian banking sector |
| Journal: | Journal of Multinational Financial Management
2002 : FEB, VOL. 12:1, p. 21-40 |
| Index terms: | BANK FAILURES PROBABILITY RISK NORWAY |
| Language: | eng |
| Abstract: | The authors calculate the probability of failure of the Norwegian banking sector both before and after the Norwegian banking crisis. Thus unlike previous studies of this kind, they choose a sample period and banking sector where there were significant numbers of bank failures. This approach therefore gives us a better indication of the quality of the calculated risk measure. |
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