The Anatomy of Banking Crises /

This paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as cris...

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Bibliografske podrobnosti
Glavni avtor: Duttagupta, Rupa
Drugi avtorji: Cashin, Paul
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2008.
Serija:IMF Working Papers; Working Paper ; No. 2008/093
Online dostop:Full text available on IMF
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490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a This paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as crisis-prone-(i) very high inflation, (ii) highly dollarized bank deposits combined with nominal depreciation or low liquidity, and (iii) low bank profitability-highlight that foreign currency risk, poor financial soundness, and macroeconomic instability are key vulnerabilities triggering banking crises. The main results survive under alternative robustness checks, confirming the importance of the BCT approach for monitoring banking system vulnerabilities. 
538 |a Mode of access: Internet 
700 1 |a Cashin, Paul. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2008/093 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2008/093/001.2008.issue-093-en.xml  |z IMF e-Library