How well do aggregate bank ratios identify banking problems? /

The paper provides an empirical analysis of aggregate banking system ratios during systemic banking crises. Drawing upon a wide cross-country dataset, we utilize parametric and nonparametric tests to assess the power of these ratios to discriminate between sound and unsound banking systems. We also...

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Bibliographic Details
Main Authors: Cihak, Martin, Čihák, Martin (Author), Schaeck, Klaus (Author)
Corporate Author: International Monetary Fund Monetary and Capital Markets Department
Format: Book
Language:English
Published: [Washington, D.C.?] : International Monetary Fund, ©2007
[Washington, D.C.] : 2007
Washington, D.C. : 2007
Series:IMF Working Papers ; Working Paper No. 07/275
IMF Working Papers; Working Paper ; No. 2007/275
IMF eLibrary
IMF working paper ; WP/07/275
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Massachusetts Institute of Technology

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Call Number: HG3810.I45 no.WP/07/275