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Financial Distress Prediction of Cooperative Financial Institutions—Evidence for Taiwan Credit Unions
2022
Journal:  
International Journal of Financial Studies
Author:  
DOI:  
10.3390/ijfs10020030
Abstract:

: In response to relatively little evidence on the determinants of the financial distress in cooperative financial institutions (e.g., Credit Unions), this paper proposes a distress indicator of Merton Distance to default (Merton DD), which was constructed with a z-score, possessed improved predictive capability, but reducing equity volatility. This model possesses the advantages of both hazard and modified Merton DD model, which could timely reflect market volatility and predict when distress would occur. As a demonstration, we applied this model to forecast the financial distress of credit unions in Taiwan. The results can provide more information to researchers.

Keywords:

2022
Journal:  
International Journal of Financial Studies
Author:  
DOI:  
10.3390/ijfs10020030
Citation Owners
Information: There is no ciation to this publication.
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International Journal of Financial Studies

Field :   Sosyal, Beşeri ve İdari Bilimler

Journal Type :   Uluslararası

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Article : 647
Cite : 382
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International Journal of Financial Studies