Data Extraction Project

It must be noted that Quarterly data is required from 1990s.

1. EDF (one year ahead) – available on Moody’s KMV

2. Bank Z-Score

3. TCE/RWA capital ratio (one capital ratio—the ratio of tangible common equity (TCE)4to risk-weighted assets against RWA)

1) EDF/Z-Score/TCE/RWA ratio– one of these, which will be used in the Dependent Variable.

2) Taylor gap – please keep in mind I’ve managed to collect most of the data for the calculation of the TGAP TGAP2 and NRTGAP (page 15 in the ECB paper) from DataStream and what’s left is the actual calculation and use of the Hodrick-Prescott filter to calculate the long term potential of GDP.

3) Capital to Total Asset Ratio

Data Extraction Pemprosesan Data Economics Kewangan Analisis Kewangan

ID Projek: #16577107

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