TY  - BOOK
AU  - Duttagupta,Rupa
AU  - Cashin,Paul
AU  - Duttagupta,Rupa
TI  - The Anatomy of Banking Crises
T2  - IMF Working Papers; Working Paper
SN  - 1451869541 :
SN  - 1018-5941
PY  - 2008///
CY  - Washington, D.C.
PB  - International Monetary Fund
KW  - Banking System
KW  - imf
KW  - Banking
KW  - Binary Classification Tree
KW  - Deposit Insurance
KW  - Exchange Rate
KW  - Antigua and Barbuda
KW  - Argentina
KW  - Bulgaria
KW  - Dominican Republic
KW  - Saint Vincent and the Grenadines
N2  - 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. The main results survive under alternative robustness checks, confirming the importance of the BCT approach for monitoring banking system vulnerabilities
UR  - http://elibrary.imf.org/view/IMF001/09214-9781451869545/09214-9781451869545/09214-9781451869545.xml
UR  - http://www.imfbookstore.org/IMFORG/9781451869545
ER  -