The anatomy of banking crises / / Rupa Duttagupta and Paul Cashin

• Autore: Duttagupta Rupa
• Pubblicazione: [Washington, District of Columbia] : , : International Monetary Fund, , 2008; ©2008
• Descrizione fisica: 1 online resource (39 p.)
• Disciplina: 332.1
• Soggetto topico: Banks and banking; Financial crises; Bank management; Foreign exchange; Dollar, American
• Soggetto genere / forma: Electronic books.
• Altri autori: CashinPaul
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: 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, 1990-2005 ; 4. 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 ; 5. Logit Analysis of Determinants of Banking Crisis, 1990-2005
• Sommario/riassunto: This 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
• Titolo autorizzato: The anatomy of banking crises
• ISBN: 1-4623-1342-6; 1-4527-2789-9; 9786612840487; 1-4518-6954-1; 1-282-84048-7
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910464009103321
• Lo trovi qui: Univ. Federico II
• Serie: IMF Working Papers