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首页> 外文期刊>Acta Universitatis Danubius. Oeconomica >Banking Crisis Early Warning Model based on a Bayesian Model Averaging Approach
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Banking Crisis Early Warning Model based on a Bayesian Model Averaging Approach

机译：基于贝叶斯模型平均方法的银行危机预警模型

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The succession of banking crises in which most have resulted in huge economic and financial losses, prompted several authors to study their determinants. These authors constructed early warning models to prevent their occurring. It is in this same vein as our study takes its inspiration. In particular, we have developed a warning model of banking crises based on a Bayesian approach. The results of this approach have allowed us to identify the involvement of the decline in bank profitability, deterioration of the competitiveness of the traditional intermediation, banking concentration and higher real interest rates in triggering bank crisis.
机译：最大的银行危机的继承导致了巨大的经济和经济损失，促使若干作者研究了他们的决定因素。这些作者构建了预警模型，以防止其发生。正如我们的研究所吸引力的那样，它处于同样的静脉中。特别是，根据贝叶斯方法，我们开发了一台通行危机的警告模型。这种方法的结果使我们能够确定银行盈利能力下降的参与，传统中介的竞争力恶化，银行集中度和触发银行危机的更高的实际利率。

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