The Anatomy of Banking Crises /

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This paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as cris...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Duttagupta, Rupa (Autor), Cashin, Paul (Autor)
Autor Corporativo: International Monetary Fund
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, D.C. : International Monetary Fund, 2008.
©2008
Colección:IMF working paper ; WP/08/93.
Temas:
Banks and banking.
Financial crises.
Bank management.
Foreign exchange.
Dollar, American.
Banques > Gestion.
Change.
Dollar américain.
Bank management
Banks and banking
Dollar, American
Financial crises
Foreign exchange
Acceso en línea:Texto completo
Descripción
Sumario:This paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as crisis-prone-(i) very high inflation, (ii) highly dollarized bank deposits combined with nominal depreciation or low liquidity, and (iii) low bank profitability-highlight that foreign currency risk, poor financial soundness, and macroeconomic instability are key vulnerabilities triggering banking crises. The main results survive under alternative robustness checks, confirming the importance of the BCT approach for monitoring banking system vulnerabilities.
Notas:Available in PDF, ePUB, and Mobi formats on the Internet.
Descripción Física:1 online resource (37 pages)
Bibliografía:Includes bibliographical references.
ISBN:1451914083
9781451914085

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