Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions
Balance-sheet indicators may reflect, to a great extent, bank fragility. This inherent relationship is the object of theoretical models testing for balance-sheet vulnerabilities. In this sense, we aim to analyze whether systemic risk for a sample of US banks can be explained by a series of balance-s...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-08-01
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| Series: | Administrative Sciences |
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| Online Access: | https://www.mdpi.com/2076-3387/10/3/52 |