Determinants of Ex-Ante Banking System Distress : A Macro-Micro Empirical Exploration of Some Recent Episodes /

This paper empirically analyzes the contribution of microeconomic and macroeconomic factors in five recent episodes of banking system problems in the U.S. Southwest (1986-92), Northeast (1991-92), and California (1992-93); Mexico (1994-95); and Colombia (1982-87). The paper finds that a low capital...

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Κύριος συγγραφέας: Gonzalez-Hermosillo, Brenda
Μορφή: Επιστημονικό περιοδικό
Γλώσσα:English
Έκδοση: Washington, D.C. : International Monetary Fund, 1999.
Σειρά:IMF Working Papers; Working Paper ; No. 1999/033
Διαθέσιμο Online:Full text available on IMF
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100 1 |a Gonzalez-Hermosillo, Brenda. 
245 1 0 |a Determinants of Ex-Ante Banking System Distress :   |b A Macro-Micro Empirical Exploration of Some Recent Episodes /  |c Brenda Gonzalez-Hermosillo. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1999. 
300 |a 1 online resource (114 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper empirically analyzes the contribution of microeconomic and macroeconomic factors in five recent episodes of banking system problems in the U.S. Southwest (1986-92), Northeast (1991-92), and California (1992-93); Mexico (1994-95); and Colombia (1982-87). The paper finds that a low capital equity and reserve coverage of problem loans ratio is a leading indicator of bank distress, signaling a high likelihood of near-term failure. Distress is shown to be a function of the same fundamental macro-micro sources of risk that determine bank failures. Focusing on distress has the advantage that the fragility of the banking system can be assessed before a crisis actually occurs. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1999/033 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1999/033/001.1999.issue-033-en.xml  |z IMF e-Library