Predicting distress and failure in the European Banking sector

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Predicting distress and failure in the European Banking sector

Chalkiadis, Georgios

This dissertation was written as part of the MSc in Banking and Finance at the International Hellenic University. This study examines the effectiveness of CAMELS framework, a simple early warnings system, in predicting bank distress. Four Greek banks were examined in order to determine the efficacy of the CAMELS analysis as an early warning system. Through state intervention these banks were absorbed by other systemic banks due to the problems that had arisen which made it impossible to continue their operations. From the ratio analysis it was found that the distress that these banks had faced was not only due to the crisis but also due to the malfunctioning of these institutions. In addition, the Basel III Accord is examined and specifically the implantation of the supplementary to the capital requirements, non-risk based leverage ratio. I would like to thank my supervisor Prof. A. Charitou for his understanding and support throughout all this period and my parents for their continuous support. Keywords:


CAMELS Framework
Basel Accords
Leverage Ratio
Early Warning Signals

Αγγλική γλώσσα


School of Economics and Business Administration, Msc in Banking and Finance

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