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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Cihak, Martin
Rannpháirtithe: Schaeck, Klaus
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2007.
Sraith:IMF Working Papers; Working Paper ; No. 2007/275
Rochtain ar líne:Full text available on IMF