LEADER 03777nam 2200721 450 001 9910464009103321 005 20170821155855.0 010 $a1-4623-1342-6 010 $a1-4527-2789-9 010 $a9786612840487 010 $a1-4518-6954-1 010 $a1-282-84048-7 035 $a(CKB)3170000000055010 035 $a(EBL)1607847 035 $a(SSID)ssj0000943290 035 $a(PQKBManifestationID)11593672 035 $a(PQKBTitleCode)TC0000943290 035 $a(PQKBWorkID)10975389 035 $a(PQKB)10146018 035 $a(OCoLC)815738084 035 $a(MiAaPQ)EBC1607847 035 $a(EXLCZ)993170000000055010 100 $a20140227h20082008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe anatomy of banking crises /$fRupa Duttagupta and Paul Cashin 210 1$a[Washington, District of Columbia] :$cInternational Monetary Fund,$d2008. 210 4$dİ2008 215 $a1 online resource (39 p.) 225 1 $aIMF Working Papers 225 0$aIMF working paper ;$vWP/08/93 300 $aDescription based upon print version of record. 311 $a1-4519-1408-3 320 $aIncludes bibliographical references. 327 $aContents; 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 327 $a4. 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 Notes 327 $a5. Logit Analysis of Determinants of Banking Crisis, 1990-2005 330 $aThis paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as crisis-prone-(i) very high inflation, (ii) highly dollarized bank deposits combined with nominal depreciation or low liquidity, and (iii) low bank profitability-highlight that foreign currency risk, poor financial soundness, and macroeconomic instability are key vulnerabilities triggering banking crises 410 0$aIMF Working Papers 606 $aBanks and banking 606 $aFinancial crises 606 $aBank management 606 $aForeign exchange 606 $aDollar, American 608 $aElectronic books. 615 0$aBanks and banking. 615 0$aFinancial crises. 615 0$aBank management. 615 0$aForeign exchange. 615 0$aDollar, American. 676 $a332.1 700 $aDuttagupta$b Rupa$0871536 701 $aCashin$b Paul$0872375 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464009103321 996 $aThe anatomy of banking crises$92292182 997 $aUNINA