Monitoring Banking Sector Fragility : A Multivariate Logit Approach

A Multivariate Logit Approach

Monitoring Banking Sector Fragility : A Multivariate Logit Approach
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 fragility assessment has a clear interpretation based on in-sample statistics. The model has better in-sample performance than currently... READ MORE...

Publication date: October 1999
ISBN 9781451856712
$15.00

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