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Monitoring Banking Sector Fragility : A Multivariate Logit Approach / Enrica Detragiache, Asli Demirgüç-Kunt.
- Format:
- Book
- Government document
- Author/Creator:
- Detragiache, Enrica.
- Series:
- IMF Working Papers; Working Paper ; No. 1999/147
- IMF Working Papers
- Language:
- English
- Physical Description:
- 1 online resource (27 pages)
- Place of Publication:
- Washington, D.C. : International Monetary Fund, 1999.
- Language Note:
- English
- Summary:
- 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.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Description based on print version record.
- ISBN:
- 9786613800923
- 9781462390243
- 1462390242
- 9781452725994
- 1452725993
- 9781282107571
- 1282107577
- 9781451901818
- 145190181X
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