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...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
1999.
|
| Colecção: | IMF Working Papers; Working Paper ;
No. 1999/147 |
| Acesso em linha: | Full text available on IMF |