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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Xehetasun bibliografikoak
Egile nagusia: Detragiache, Enrica
Beste egile batzuk: Demirguc-Kunt, Asli
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 1999.
Saila:IMF Working Papers; Working Paper ; No. 1999/147
Sarrera elektronikoa:Full text available on IMF