Discrete Dynamics in Nature and Society

Research Article

[Retracted] Basel III Liquidity Risk Measures and Bank Failure

Table 11

Observed and predicted bank failure rates for Class I and II banks (2002–2012).
Model A to D bank failures (2002–2012)
Parameter Observed bank Predicted bank failure rates
failure rates Model A Model B Model C Model D
02Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
02Q2 (0.000, 0.004) (0.000, 0.004) (0.000, 0.004) (0.000, 0.004) (0.000, 0.004)
02Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
02Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
03Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
03Q2 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
03Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
03Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
04Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
04Q2 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
04Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
04Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
05Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
05Q2 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
05Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
05Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
06Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
06Q2 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
06Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
06Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
07Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
07Q2 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
07Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
07Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
08Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
08Q2 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
08Q3 (0.000, 0.004) (0.000, 0.004) (0.000, 0.004) (0.000, 0.004) (0.000, 0.004)
08Q4 (0.006, 0.004) (0.006, 0.004) (0.006, 0.004) (0.003, 0.002) (0.003, 0.002)
09Q1 (0.000, 0.004) (0.000, 0.004) (0.000, 0.004) (0.000, 0.003) (0.000, 0.003)
09Q2 (0.006, 0.004) (0.006, 0.004) (0.006, 0.004) (0.005, 0.003) (0.004, 0.003)
09Q3 (0.006, 0.013) (0.006, 0.013) (0.006, 0.013) (0.006, 0.013) (0.006, 0.013)
09Q4 (0.013, 0.009) (0.013, 0.009) (0.013, 0.009) (0.014, 0.010) (0.014, 0.011)
10Q1 (0.007, 0.009) (0.007, 0.009) (0.007, 0.009) (0.008, 0.011) (0.006, 0.010)
10Q2 (0.000, 0.009) (0.000, 0.009) (0.000, 0.009) (0.000, 0.010) (0.000, 0.010)
10Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.003, 0.004) (0.002, 0.003)
10Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.002, 0.003) (0.003, 0.004)
11Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
11Q2 (0.000, 0.005) (0.000, 0.005) (0.000, 0.005) (0.000, 0.007) (0.000, 0.006)
11Q3 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
11Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
12Q1 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)
12Q2 (0.000, 0.005) (0.000, 0.005) (0.000, 0.005) (0.000, 0.007) (0.000, 0.006)
12Q3 (0.000, 0.005) (0.000, 0.005) (0.000, 0.005) (0.000, 0.005) (0.000, 0.006)
12Q4 (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000) (0.000, 0.000)