📄 "Credit Risk Determinants of Bank..." by Abdus Samad

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Credit Risk Determinants of Bank Failure: Evidence from US Bank Failure

Abdus Samad

2012, International Business Research

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ABSTRACT

This paper empirically determines the significant determinants, among credit risk variables, of US bank failure. Applying the Probit Model the paper finds that among the five credit risk variables, the credit loss provision to net charge off, loan loss allowance to non-current loans, and non-current loans to loans...