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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| Formato: | Revista |
| Lenguaje: | English |
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Washington, D.C. :
International Monetary Fund,
1999.
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| Colección: | IMF Working Papers; Working Paper ;
No. 1999/147 |
| Acceso en línea: | Full text available on IMF |