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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书目详细资料
主要作者: Cihak, Martin
其他作者: Schaeck, Klaus
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2007.
丛编:IMF Working Papers; Working Paper ; No. 2007/275
在线阅读:Full text available on IMF