Stefano Scalone’s research while affiliated with European Central Bank and other places

... Empirical research has proposed different approaches to early warning systems (EWS) for banks as lenders, but the studies concentrate on developed economies. In a similar study by Bräuning et al. (2020), the authors argue that the existing literature on EWS is not well-suited for small banks, as it is based on data from large banks and does not take into account the specific characteristics of small banks. Based on a novel decisiontree approach, this study identifies variables from the qualitative banking sector and macroeconomic indicators, to identify small banks that are at risk of financial distress. ...

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Early Warning System Model for Non-performing Loans of Emerging Market Fintech Firms

... Among the studies focusing on bank defaults and distress, we mention Bräuning et al. (2020), Durand et al. (2021) for the EU, Yuksel et al. (2015) for Turkey, Shrivastava et al. (2020) for India, Kočenda and Iwasaki (2022) for Japan, Cole et al. (2020) for the USA, Obeid (2021) for the Persian Gulf region, and Cheong and Ramasamy (2019), Kristóf (2021) for some others. ...

Reference:

At Night All Cats Are Gray, but at Day They Are Not: Default (PD) Forecasts Capturing Italian Banks’ Idiosyncrasy