Monitoring Banking Sector Fragility: A Multivariate Logit Approach
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Beteilige Person: Detragiache, Enrica (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Washington, D.C International Monetary Fund 1999
Schriftenreihe:IMF Working Papers Working Paper No. 99/147
Links:http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
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http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
http://elibrary.imf.org/view/IMF001/04758-9781451856712/04758-9781451856712/04758-9781451856712.xml
Abstract: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
Umfang:1 Online-Ressource (27 p)
ISBN:1451856717
9781451856712