Cross-Country Empirical Studies of Systemic Bank Distress: A Survey

Enrica Detragiache () and Demirgüç-Kunt, Asli
Authors registered in the RePEc Author Service: Asli Demirguc-Kunt

No 05/96, IMF Working Papers from International Monetary Fund

Abstract: A rapidly growing empirical literature is studying the causes and consequences of bank fragility in present-day economies. The paper reviews the two basic methodologies adopted in cross-country empirical studies-the signals approach and the multivariate probability model-and their application to studying the determinants of banking crises. The use of these models to provide early warnings for crises is also reviewed, as are studies of the economic effects of banking crises and of the policies to forestall them. The paper concludes by identifying directions for future research.

Keywords: Financial crisis; Banking; Insolvency; Bank resolution; Economic models (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fmk
Date: 2005-05-24
View list of references View citations in EconPapers

Downloads: (external link)
http://www.imf.org/external/pubs/ft/wp/2005/wp0596.pdf (application/pdf)

Related works:
Working Paper: Cross-country empirical studies of systemic bank distress: a survey (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:imf:imfwpa:05/96

Ordering information: This working paper can be ordered from
http://www.imf.org/external/pubs/pubs/ord_info.htm

Access Statistics for this paper

More papers in IMF Working Papers from International Monetary Fund
Address: International Monetary Fund, Washington, DC USA
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().