Qualitative indicators could have spotted crisis: Buba paper


A Bundesbank paper published on Monday discusses the use of qualititative indicators to improve bank supervisors' assessment of bank risk profiles.

Thomas Kick and Andreas Pfingsten, the paper's authors, use a unique dataset on financial institutions' risk profiles between 2006 and 2008 to further develop supervisory bank rating models.

Kick and Pfingsten find evidence that shows qualitative factors can have a highly significant explanatory power for the final risk profile. For example, they

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