01028nam0 2200289 i 450 VAN0000201520240806100214.85188-348-0136-920020701d2000 |0itac50 baitaIT|||| |||||Lezioni di scienza delle finanzeMario Leccisotti5. edTorinoGiappichelli[2000]643 p.24 cm.Scienza delle finanzeVANC032613SGTorinoVANL000001336Finanza pubblica21LeccisottiMarioVANV002118437329Giappichelli <editore>VANV107921650ITSOL20240906RICABIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZAIT-CE0105VAN00VAN00002015BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA00CONS XX.Co.7 00 16694 20020909 Lezioni di scienza delle finanze61277UNICAMPANIA05823oam 22013694 450 991096925960332120250426110713.0978661284048797814623134261462313426978145272789914527278999781451869545145186954197812828404851282840487(CKB)3170000000055010(EBL)1607847(SSID)ssj0000943290(PQKBManifestationID)11593672(PQKBTitleCode)TC0000943290(PQKBWorkID)10975389(PQKB)10146018(OCoLC)815738084(IMF)WPIEE2008093(MiAaPQ)EBC1607847(IMF)WPIEA2008093WPIEA2008093(EXLCZ)99317000000005501020020129d2008 uf 0engur|n|---|||||txtccrThe Anatomy of Banking Crises /Rupa Duttagupta, Paul Cashin1st ed.Washington, D.C. :International Monetary Fund,2008.1 online resource (39 p.)IMF Working PapersIMF working paper ;WP/08/93Description based upon print version of record.9781451914085 1451914083 Includes bibliographical references.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, 1990-20054. 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 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 Notes5. Logit Analysis of Determinants of Banking Crisis, 1990-2005This 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.IMF Working Papers; Working Paper ;No. 2008/093Banks and bankingFinancial crisesBank managementForeign exchangeDollar, AmericanBanking crisesimfBankingimfBanks and BankingimfBanks and bankingimfBanksimfCapacityimfCapitalimfCommercial banksimfCurrencyimfDepository InstitutionsimfDepreciationimfEconomic & financial crises & disastersimfFinancial CrisesimfFinancial crisesimfFinancial Risk ManagementimfForeign ExchangeimfForeign exchangeimfIntangible CapitalimfInvestmentimfInvestments: GeneralimfMacroeconomicsimfMicro Finance InstitutionsimfMortgagesimfSaving and investmentimfArgentinaimfBanks and banking.Financial crises.Bank management.Foreign exchange.Dollar, American.Banking crisesBankingBanks and BankingBanks and bankingBanksCapacityCapitalCommercial banksCurrencyDepository InstitutionsDepreciationEconomic & financial crises & disastersFinancial CrisesFinancial crisesFinancial Risk ManagementForeign ExchangeForeign exchangeIntangible CapitalInvestmentInvestments: GeneralMacroeconomicsMicro Finance InstitutionsMortgagesSaving and investment332.1Duttagupta Rupa1815725Cashin Paul1813246DcWaIMFBOOK9910969259603321The Anatomy of Banking Crises4371903UNINA