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Many empirical studies of banking crises have employed ""banking crisis"" (BC) indicators constructedusing primarily … information on government actions undertaken in response to bank distress. Weformulate a simple theoretical model of a banking …
Persistent link: https://www.econbiz.de/10012677802
We update the widely used banking crises database by Laeven and Valencia (2008, 2010) with new information on recent … banking, currency, and sovereign debt crises during the period 1970-2011. The data show some striking differences in policy …
Persistent link: https://www.econbiz.de/10009618518
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 … risk, poor financial soundness, and macroeconomic instability are key vulnerabilities triggering banking crises …
Persistent link: https://www.econbiz.de/10012677582
This paper presents a new database on the timing of systemic banking crises and policy responses to resolve them. The … database covers the universe of systemic banking crises for the period 1970-2007, with detailed data on crisis containment and …. The database extends and builds on the Caprio, Klingebiel, Laeven, and Noguera (2005) banking crisis database, and is the …
Persistent link: https://www.econbiz.de/10012677666
We develop a stylized balance sheet framework to help identify 'quasi-fiscal' components of central bank crisis interventions and show how sources of fiscal risk are created from both the new claims and how they are funded. Combining central bank balance sheet data with survey evidence from...
Persistent link: https://www.econbiz.de/10015059397
Did the occurrence of systemic banking crises in the 1990s and 2000s significantly alter the behavior of banks in the …
Persistent link: https://www.econbiz.de/10012677530
, which made the estimation of early warning models for bank supervision very difficult. This paper presents a unique database … of banking distress in Europe. We identify a set of indicators and thresholds that can help to distinguish sou …
Persistent link: https://www.econbiz.de/10012677700
This paper proposes an integrated crisis management and resolution framework for the EU's single banking market. It …
Persistent link: https://www.econbiz.de/10014409157
This paper develops a simple model of an international lender of last resort (ILOLR). The world economy consists of … many open economies, each with a banking system and a central bank operating under a pegged exchange rate regime. The … fragility of the banking system and the limited ability of a domestic central bank to provide international liquidity together …
Persistent link: https://www.econbiz.de/10005248186
arrangements were in place, which highlights the importance of building a suitable framework for preventing and managing banking …
Persistent link: https://www.econbiz.de/10005264086