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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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
2007.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2007/275 |
| Online adgang: | Full text available on IMF |