Bank risk proxies and the crisis of 2007/09: a comparison

F. Noth, L. Tonzer

Research output: Contribution to JournalArticleAcademicpeer-review


© 2016 Informa UK Limited, trading as Taylor & Francis Group.The global financial crisis has again shown that it is important to understand the emergence and measurement of risks in the banking sector. However, there is no consensus in the literature which risk proxy works best at the level of the individual bank. A commonly used measure in applied work is the Z-score, which might suffer from calculation issues given poor data quality. Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well-suited complement to the Z-score in studies of bank risk.
Original languageEnglish
Pages (from-to)498-501
JournalApplied Economics Letters
Issue number7
Publication statusPublished - 16 Apr 2017
Externally publishedYes


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