05624oam 22012854 450 991080716710332120240402050138.01-4623-1342-61-4527-2789-997866128404871-4518-6954-11-282-84048-7(CKB)3170000000055010(EBL)1607847(SSID)ssj0000943290(PQKBManifestationID)11593672(PQKBTitleCode)TC0000943290(PQKBWorkID)10975389(PQKB)10146018(OCoLC)815738084(MiAaPQ)EBC1607847(IMF)WPIEE2008093(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.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 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, AmericanBanks and BankingimfFinancial Risk ManagementimfForeign ExchangeimfInvestments: GeneralimfFinancial CrisesimfInvestmentimfCapitalimfIntangible CapitalimfCapacityimfBanksimfDepository InstitutionsimfMicro Finance InstitutionsimfMortgagesimfEconomic & financial crises & disastersimfCurrencyimfForeign exchangeimfMacroeconomicsimfBankingimfBanking crisesimfFinancial crisesimfDepreciationimfCommercial banksimfSaving and investmentimfBanks and bankingimfArgentinaimfBanks and banking.Financial crises.Bank management.Foreign exchange.Dollar, American.Banks and BankingFinancial Risk ManagementForeign ExchangeInvestments: GeneralFinancial CrisesInvestmentCapitalIntangible CapitalCapacityBanksDepository InstitutionsMicro Finance InstitutionsMortgagesEconomic & financial crises & disastersCurrencyForeign exchangeMacroeconomicsBankingBanking crisesFinancial crisesDepreciationCommercial banksSaving and investmentBanks and banking332.1Duttagupta Rupa1610000Cashin Paul1632384DcWaIMFBOOK9910807167103321The Anatomy of Banking Crises4114020UNINA