Monitoring Banking Sector Fragility: A Multivariate Logit Approach
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| 490 | 0 | |a IMF Working Papers |v Working Paper No. 99/147 | |
| 520 | 3 | |a This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in-sample statistics. The model has better in-sample performance than currently available alternatives, and the monitoring system can be tailored to fit the preferences of the decision maker regarding type I and type II errors. The framework can be useful as a preliminary screen to economize on precautionary costs | |
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| id | DE-604.BV048348031 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:14Z |
| institution | BVB |
| isbn | 1451856717 9781451856712 |
| language | English |
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| oclc_num | 1337141844 |
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| owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
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| physical | 1 Online-Ressource (27 p) |
| psigel | ZDB-1-IMF |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spellingShingle | Detragiache, Enrica Monitoring Banking Sector Fragility A Multivariate Logit Approach |
| title | Monitoring Banking Sector Fragility A Multivariate Logit Approach |
| title_auth | Monitoring Banking Sector Fragility A Multivariate Logit Approach |
| title_exact_search | Monitoring Banking Sector Fragility A Multivariate Logit Approach |
| title_full | Monitoring Banking Sector Fragility A Multivariate Logit Approach Detragiache, Enrica |
| title_fullStr | Monitoring Banking Sector Fragility A Multivariate Logit Approach Detragiache, Enrica |
| title_full_unstemmed | Monitoring Banking Sector Fragility A Multivariate Logit Approach Detragiache, Enrica |
| title_short | Monitoring Banking Sector Fragility |
| title_sort | monitoring banking sector fragility a multivariate logit approach |
| title_sub | A Multivariate Logit Approach |
| url | http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml |
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