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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Cihak, Martin
Awduron Eraill: Schaeck, Klaus
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2007.
Cyfres:IMF Working Papers; Working Paper ; No. 2007/275
Mynediad Ar-lein:Full text available on IMF