01692cas a2200253 a 4500 AALejournalIMF001059 230101c9999 xx r poo 0 0eng d 5.00 USD 9781451856712 1018-5941 BD-DhAAL BD-DhAAL Detragiache, Enrica. Monitoring Banking Sector Fragility : A Multivariate Logit Approach / Enrica Detragiache, Asli Demirguc-Kunt. Washington, D.C. : International Monetary Fund, 1999. 1 online resource (27 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in-sample statistics. The model has better in-sample performance than currently available alternatives, and the monitoring system can be tailored to fit the preferences of the decision maker regarding type I and type II errors. The framework can be useful as a preliminary screen to economize on precautionary costs. Mode of access: Internet Demirguc-Kunt, Asli. IMF Working Papers; Working Paper ; No. 1999/147 Full text available on IMF http://elibrary.imf.org/view/journals/001/1999/147/001.1999.issue-147-en.xml IMF e-Library