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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Detalles Bibliográficos
Autor Principal: Cihak, Martin
Outros autores: Schaeck, Klaus
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2007.
Series:IMF Working Papers; Working Paper ; No. 2007/275
Acceso en liña:Full text available on IMF