03777nam 2200721 450 991046400910332120170821155855.01-4623-1342-61-4527-2789-997866128404871-4518-6954-11-282-84048-7(CKB)3170000000055010(EBL)1607847(SSID)ssj0000943290(PQKBManifestationID)11593672(PQKBTitleCode)TC0000943290(PQKBWorkID)10975389(PQKB)10146018(OCoLC)815738084(MiAaPQ)EBC1607847(EXLCZ)99317000000005501020140227h20082008 uy 0engur|n|---|||||txtccrThe anatomy of banking crises /Rupa Duttagupta and Paul Cashin[Washington, District of Columbia] :International Monetary Fund,2008.©20081 online resource (39 p.)IMF Working PapersIMF working paper ;WP/08/93Description based upon print version of record.1-4519-1408-3 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 crisesIMF Working PapersBanks and bankingFinancial crisesBank managementForeign exchangeDollar, AmericanElectronic books.Banks and banking.Financial crises.Bank management.Foreign exchange.Dollar, American.332.1Duttagupta Rupa871536Cashin Paul872375MiAaPQMiAaPQMiAaPQBOOK9910464009103321The anatomy of banking crises2292182UNINA