How Well Do Aggregate Bank Ratios Identify Banking Problems? /

The paper provides an empirical analysis of aggregate banking system ratios during systemic banking crises. Drawing upon a wide cross-country dataset, we utilize parametric and nonparametric tests to assess the power of these ratios to discriminate between sound and unsound banking systems. We also...

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Bibliografiska uppgifter
Huvudupphovsman: Cihak, Martin
Övriga upphovsmän: Schaeck, Klaus
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2007.
Serie:IMF Working Papers; Working Paper ; No. 2007/275
Länkar:Full text available on IMF
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100 1 |a Cihak, Martin. 
245 1 0 |a How Well Do Aggregate Bank Ratios Identify Banking Problems? /  |c Martin Cihak, Klaus Schaeck. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2007. 
300 |a 1 online resource (40 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a The paper provides an empirical analysis of aggregate banking system ratios during systemic banking crises. Drawing upon a wide cross-country dataset, we utilize parametric and nonparametric tests to assess the power of these ratios to discriminate between sound and unsound banking systems. We also estimate a duration model to investigate whether the ratios help determine the timing of a banking crisis. Despite some weaknesses in the available data, our findings offer initial evidence that some indicators are precursors for the likelihood and timing of systemic banking problems. Nevertheless, we caution against sole reliance on these indicators and advocate supplementing them with other tools and techniques. 
538 |a Mode of access: Internet 
700 1 |a Schaeck, Klaus. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2007/275 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2007/275/001.2007.issue-275-en.xml  |z IMF e-Library