How well do aggregate prudential ratios identify banking system problems?

被引：40

作者：

Cihak, Martin ^{[1
]}

Schaeck, Klaus ^{[2
]}

机构：

[1] Int Monetary Fund, Monetary & Capital Markets Dept, Washington, DC 20431 USA

[2] Univ Wales, Bangor Business Sch, Bangor LL57 2DG, Gwynedd, Wales

来源：

JOURNAL OF FINANCIAL STABILITY | 2010年 / 6卷 / 03期

关键词：

Financial soundness indicators; Banking crises; Macroprudential analysis; CRISES;

D O I：

10.1016/j.jfs.2010.03.001

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

Aggregate prudential ratios have become a mainstay of financial stability analysis. But how reliable are these indicators when it comes to distinguishing between strong and weak banking systems? We address this issue by analyzing the performance of aggregate prudential ratios in systemic banking crises, drawing upon a large cross-country dataset. We caution against sole reliance on these indicators, and advocate supplementing them with other tools and techniques. Nonetheless, our findings offer evidence that some of the ratios can help identify systemic banking problems. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：130 / 144

页数：15

共 29 条

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