A New International Database on Financial Fragility

Svetlana Andrianova, Badi Baltagi, Thorsten Beck, Panicos Demetriades, David Fielding, Stephen Hall, Steven Koch, Robert Lensink, Johan Rewilak and Peter Rousseau

No 201557, Working Papers from University of Pretoria, Department of Economics

Abstract: We present a new database on financial fragility for 124 countries over 1998 to 2012. In addition to commercial banks, our database incorporates investment banks and real estate and mortgage banks, which are thought to have played a central role in the recent financial crisis. Furthermore, it also includes cooperative banks, savings banks and Islamic banks, that are often thought to have different risk appetites than do commercial banks. As a result, the total value of financial assets in our database is around 50% higher than that accounted for by commercial banks alone. We provide eight different measures of financial fragility, each focussing on a different aspect of vulnerability in the financial system. Alternative selection rules for our variables distinguish between institutions with different levels of reporting frequency.

Keywords: Health Production; Contraception Efficiency; Nonparametric Analysis (search for similar items in EconPapers)
Pages: 53 pages
Date: 2015-08
New Economics Papers: this item is included in nep-cba and nep-rmg
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Citations: View citations in EconPapers (7)

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Working Paper: A New International Database on Financial Fragility (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:pre:wpaper:201557

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