Master Thesis Online
Factors influencing survival of banks
Ilunga Mulengi, Angy 
Promotor(s) :
Heuchenne, Cédric
Date of defense : 4-Sep-2017/11-Sep-2017 • Permalink : http://hdl.handle.net/2268.2/3438
Details
| Title : | Factors influencing survival of banks |
| Translated title : | [fr] Les facteurs qui influencent la survie des banques |
| Author : | Ilunga Mulengi, Angy
|
| Date of defense : | 4-Sep-2017/11-Sep-2017 |
| Advisor(s) : | Heuchenne, Cédric
|
| Committee's member(s) : | Esch, Louis
Boniver, Fabien
|
| 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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