Monitoring Banking Sector Fragility : A Multivariate Logit Approach /

This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in-sample statistics. The model has b...

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Bibliographic Details
Main Author: Detragiache, Enrica
Other Authors: Demirguc-Kunt, Asli
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1999.
Series:IMF Working Papers; Working Paper ; No. 1999/147
Online Access:Full text available on IMF