Description |
1 online resource (39 pages) : illustrations |
Series |
IMF working paper ; WP/13/263 |
|
IMF working paper ; WP/13/263.
|
Summary |
The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using multivariate logit models to see whether FSIs, broad macroeconomic indicators, and institutional indicators can indeed predict crisis occurrences. The analysis draws upon a data set of homogeneous indicators comparable across countries over the period 2005 to 2012, leveraging the IMF's FSI database. Results indicate significant correlation between some FSIs and the occurrence of systemic banking crises, and suggest that some indicators are precursors to the occurrence of banking crises |
Notes |
Online resource; title from PDF title page (ebrary, viewed February 5, 2014) |
Subject |
Finance, Public.
|
|
Banks and banking.
|
|
Banks and banking
|
|
Finance, Public
|
Form |
Electronic book
|
Author |
Costa Navajas, Matias
|
|
Thegeya, Aaron
|
ISBN |
9781484327616 |
|
1484327616 |
|
9781475551990 |
|
1475551991 |
|