LEADER 05658oam 22012974 450 001 9910807167103321 005 20200520144314.0 010 $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(IMF)WPIEE2008093 035 $a(MiAaPQ)EBC1607847 035 $a(IMF)WPIEA2008093 035 $a(EXLCZ)993170000000055010 100 $a20020129d2008 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe Anatomy of Banking Crises /$fRupa Duttagupta, Paul Cashin 205 $a1st ed. 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2008. 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 3 $aThis paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as crisis-prone-(i) very high inflation, (ii) highly dollarized bank deposits combined with nominal depreciation or low liquidity, and (iii) low bank profitability-highlight that foreign currency risk, poor financial soundness, and macroeconomic instability are key vulnerabilities triggering banking crises. The main results survive under alternative robustness checks, confirming the importance of the BCT approach for monitoring banking system vulnerabilities. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2008/093 606 $aBanks and banking 606 $aFinancial crises 606 $aBank management 606 $aForeign exchange 606 $aDollar, American 606 $aBanking crises$2imf 606 $aBanking$2imf 606 $aBanks and Banking$2imf 606 $aBanks and banking$2imf 606 $aBanks$2imf 606 $aCapacity$2imf 606 $aCapital$2imf 606 $aCommercial banks$2imf 606 $aCurrency$2imf 606 $aDepository Institutions$2imf 606 $aDepreciation$2imf 606 $aEconomic & financial crises & disasters$2imf 606 $aFinancial Crises$2imf 606 $aFinancial crises$2imf 606 $aFinancial Risk Management$2imf 606 $aForeign Exchange$2imf 606 $aForeign exchange$2imf 606 $aIntangible Capital$2imf 606 $aInvestment$2imf 606 $aInvestments: General$2imf 606 $aMacroeconomics$2imf 606 $aMicro Finance Institutions$2imf 606 $aMortgages$2imf 606 $aSaving and investment$2imf 607 $aArgentina$2imf 615 0$aBanks and banking. 615 0$aFinancial crises. 615 0$aBank management. 615 0$aForeign exchange. 615 0$aDollar, American. 615 7$aBanking crises 615 7$aBanking 615 7$aBanks and Banking 615 7$aBanks and banking 615 7$aBanks 615 7$aCapacity 615 7$aCapital 615 7$aCommercial banks 615 7$aCurrency 615 7$aDepository Institutions 615 7$aDepreciation 615 7$aEconomic & financial crises & disasters 615 7$aFinancial Crises 615 7$aFinancial crises 615 7$aFinancial Risk Management 615 7$aForeign Exchange 615 7$aForeign exchange 615 7$aIntangible Capital 615 7$aInvestment 615 7$aInvestments: General 615 7$aMacroeconomics 615 7$aMicro Finance Institutions 615 7$aMortgages 615 7$aSaving and investment 676 $a332.1 700 $aDuttagupta$b Rupa$01610000 701 $aCashin$b Paul$01632384 801 0$bDcWaIMF 906 $aBOOK 912 $a9910807167103321 996 $aThe Anatomy of Banking Crises$94114020 997 $aUNINA