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Factors influencing survival of banks

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Ilunga Mulengi, Angy ULiège
Promotor(s) : Heuchenne, Cédric ULiège
Date of defense : 4-Sep-2017/11-Sep-2017 • Permalink : http://hdl.handle.net/2268.2/3438
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Title : Factors influencing survival of banks
Translated title : [fr] Les facteurs qui influencent la survie des banques
Author : Ilunga Mulengi, Angy ULiège
Date of defense  : 4-Sep-2017/11-Sep-2017
Advisor(s) : Heuchenne, Cédric ULiège
Committee's member(s) : Esch, Louis ULiège
Boniver, Fabien ULiège
Language : English
Number of pages : 75
Keywords : [en] Survival
[en] Bank
[en] Duration
[en] Cox
[en] Hazard
[en] Regression
Discipline(s) : Business & economic sciences > Finance
Target public : Researchers
Professionals of domain
Student
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master en ingénieur de gestion, à finalité spécialisée en Financial Engineering
Faculty: Master thesis of the HEC-Ecole de gestion de l'Université de Liège

Abstract

[en] Developed by Cox (1972, 1975), the Cox model is used in this paper to study factors influencing survival of banks in the United States of America during the last 10 years. Thanks to its property of taking into account censored data, this model is applied on a selection of covariates to emphasize their role in banks surviving process.
While the commercial real estate ratio is strongly significant to explain the time preceding a bank failure, others, such as the loan loss allowance, are not significantly enough to influence the failure occurrence. The results also suggest that the size of a bank does matter in the timing of a bank failure. Under certain conditions.


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  • Ilunga Mulengi, Angy ULiège Université de Liège > Master ingé. gest., à fin.

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