Hidden Bibliographic Details
| Other authors / contributors: | Schaeck, Klaus, author.
International Monetary Fund. Monetary and Capital Markets Department, issuing body.
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| ISBN: | 1282448390
9781282448391
1451912919
9781451912913
1462369944
9781462369942
1452732957
9781452732954
9786613821584
6613821586
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| Notes: | Includes bibliographical references (pages 38-40).
Restrictions unspecified
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
English.
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
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| Summary: | The paper provides an empirical analysis of aggregate banking system ratios during systemic banking crises. Drawing upon a wide cross-country dataset, we utilize parametric and nonparametric tests to assess the power of these ratios to discriminate between sound and unsound banking systems. We also estimate a duration model to investigate whether the ratios help determine the timing of a banking crisis. Despite some weaknesses in the available data, our findings offer initial evidence that some indicators are precursors for the likelihood and timing of systemic banking problems. Nevertheless, we caution against sole reliance on these indicators and advocate supplementing them with other tools and techniques.
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| Other form: | Print version: Čihák, Martin. How well do aggregate bank ratios identify banking problems?. [Washington, D.C.?] : International Monetary Fund, ©2007
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| Standard no.: | 10.5089/9781451912913.001
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