A Review of the Literature on Early Warning Systems for Banking Crises

Alejandro Gaytán and Christian Johnson ()

Working Papers Central Bank of Chile from Central Bank of Chile

Abstract: This paper presents a review of alternative methodologies for early detection of banking distress. The methodologies proposed are aimed to the early identification of financial distress for countries without an important recent history of bank failure, but facing an unstable international environment. We evaluate several indicators and methodologies to measure financial distress such as qualitative indicators, the signal extraction approach, limited dependent estimation and finally duration models.

Date: 2002-10
New Economics Papers: this item is included in nep-fin, nep-hpe, nep-pke and nep-rmg
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Citations: View citations in EconPapers (20)

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Persistent link: https://EconPapers.repec.org/RePEc:chb:bcchwp:183

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