The IRMA Community
Newsletters
Research IRM
Click a keyword to search titles using our InfoSci-OnDemand powered search:
|
Using Self Organizing Maps for Banking Oversight: The Case of Spanish Savings Banks
Abstract
This chapter combines two methods based on neural networks (trait recognition and self-organizing maps) to develop a model of bankruptcy prediction. The authors apply the method to the Spanish savings banks, most of them rescued by the Government between 2008 and 2013 in a costly massive process. First, the authors detect the combinations of variables (performance, asset structure, and capitalization) that best describe the profile of the rescued savings banks. Then, the authors use these combinations on a yearly basis to generate bi-dimensional maps in which banks are placed according to their risk and similarities. This method provides a visual tool that can improve the oversight of policy makers on the whole financial system and enable time pertinent answers to some threatens to the country financial stability. The maps are useful means to detect and understand how the financial threats emerge over time too.
Related Content
|
P. Chitra, A. Saleem Raja, V. Sivakumar.
© 2024.
24 pages.
|
|
K. Ezhilarasan, K. Somasundaram, T. Kalaiselvi, Praveenkumar Somasundaram, S. Karthigai Selvi, A. Jeevarekha.
© 2024.
36 pages.
|
|
Kande Archana, V. Kamakshi Prasad, M. Ashok.
© 2024.
17 pages.
|
|
Ritesh Kumar Jain, Kamal Kant Hiran.
© 2024.
23 pages.
|
|
U. Vignesh, R. Elakya.
© 2024.
13 pages.
|
|
S. Karthigai Selvi, R. Siva Shankar, K. Ezhilarasan.
© 2024.
16 pages.
|
|
Vemasani Varshini, Maheswari Raja, Sharath Kumar Jagannathan.
© 2024.
20 pages.
|
|
|