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The Anatomy of Banking Crises

The Anatomy of Banking Crises by Rupa Duttagupta
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This paper uses a Binary Classification Tree (BCT) model to analyze banking crises in 50 emerging market and developing countries during 1990-2005. The BCT identifies key indicators and their threshold values at which vulnerability to banking crisis increases. The three conditions identified as crisis-prone-(i) very high inflation, (ii) highly dollarized bank deposits combined with nominal depreciation or low liquidity, and (iii) low bank profitability-highlight that foreign currency risk, poor financial soundness, and macroeconomic instability are key vulnerabilities triggering banking crises. The main results survive under alternative robustness checks, confirming the importance of the BCT approach for monitoring banking system vulnerabilities.
International Monetary Fund; April 2008
37 pages; ISBN 9781452727899
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Title: The Anatomy of Banking Crises
Author: Rupa Duttagupta; Paul Cashin
 
ISBNs
1451914083
9781451869545
9781451914085
9781452727899