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Book Cover
E-book
Author International Monetary Fund.

Title Financial soundness indicators and banking crises / prepared by Matias Costa Navajas and Aaron Thegeya ; International Monetary Fund
Published Washington, District of Columbia : International Monetary Fund, 2013

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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