Duttagupta, Rupa; Cashin, Paul - International Monetary Fund (IMF) - 2008
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. The main …