Series: IMF Working Papers
Author(s): Enrica Detragiache , and Asli Demirgüç-Kunt
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 October 1999
Keywords: Banking crises, bank fragility, monitoring, probability, banking, probabilities, banking crisis
This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragilit...