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|z 9781451856712
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|a 1018-5941
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|a Detragiache, Enrica.
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|a Monitoring Banking Sector Fragility :
|b A Multivariate Logit Approach /
|c Enrica Detragiache, Asli Demirguc-Kunt.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 1999.
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|a 1 online resource (27 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a 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 better in-sample performance than currently available alternatives, and the monitoring system can be tailored to fit the preferences of the decision maker regarding type I and type II errors. The framework can be useful as a preliminary screen to economize on precautionary costs.
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|a Mode of access: Internet
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|a Demirguc-Kunt, Asli.
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|a IMF Working Papers; Working Paper ;
|v No. 1999/147
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/1999/147/001.1999.issue-147-en.xml
|z IMF e-Library
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