Monitoring Banking Sector Fragility: A Multivariate Logit Approach
Monitoring Banking Sector Fragility: A Multivariate Logit Approach
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Publisher
Washington, D.C: Oxford University Press
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Language
English
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Publisher
Washington, D.C: Oxford University Press
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Contents
This article explores how a multivariate logit model of the probability of a banking crisis 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 availabl...
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Full title
Monitoring Banking Sector Fragility: A Multivariate Logit Approach
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TN_cdi_proquest_journals_206287787
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_206287787
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ISSN
0258-6770
E-ISSN
1564-698X
DOI
10.1093/wber/14.2.287
