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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Detragiache, Enrica
مؤلفون آخرون: Demirguc-Kunt, Asli
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 1999.
سلاسل:IMF Working Papers; Working Paper ; No. 1999/147
الوصول للمادة أونلاين:Full text available on IMF