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Record Nr. |
UNINA9910464009103321 |
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Autore |
Duttagupta Rupa |
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Titolo |
The anatomy of banking crises / / Rupa Duttagupta and Paul Cashin |
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Pubbl/distr/stampa |
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
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©2008 |
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ISBN |
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1-4623-1342-6 |
1-4527-2789-9 |
9786612840487 |
1-4518-6954-1 |
1-282-84048-7 |
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Descrizione fisica |
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1 online resource (39 p.) |
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Collana |
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IMF Working Papers |
IMF working paper ; ; WP/08/93 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Banks and banking |
Financial crises |
Bank management |
Foreign exchange |
Dollar, American |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Literature Survey; III. Binary Classification Tree Methodology; IV. Empirical Analysis; A. Stylized Facts; B. BCT Results; V. Robustness Checks; A. Alternative Indicators; B. Out of Sample Prediction Performance; C. Consistency of BCT Results with Traditional Logit Analysis; VI. Conclusion; References; Appendix I. Data Sources; Figures; 1. Banking Crises by Year, 1990-2005; 2. Binary Classification Tree, Baseline Model, 1990-2005; 3. Binary Classification Tree, Alternative Model, 1990-2005 |
4. Binary Classification Tree Model on 1990-2000, and Out of Sample Prediction for 20015. Binary Classification Tree Model on 1990-2001, and Out of Sample Prediction for 2002; 6. Binary Classification Tree |
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Model on 1990-2002, and Out of Sample Prediction for 2003; 7. Out of Sample Prediction for the Caribbean Countries, 1990-2005; Tables; 1. Banking Crisis Episodes During 1990-2005; 2. Average of Variables Used in the Empirical Analysis, 1990-2005; 3. Variable Importance Under the BCT Baseline and "Severe Crises" Specifications; 4. Median Values of Key Indicators at Terminal Notes |
5. Logit Analysis of Determinants of Banking Crisis, 1990-2005 |
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Sommario/riassunto |
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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 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 |
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