How well do aggregate prudential ratios identify banking system problems?

Čihák, Martin and Schaeck, Klaus (2010) How well do aggregate prudential ratios identify banking system problems? Journal of Financial Stability, 6 (3). pp. 130-144. ISSN 1572-3089

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Abstract

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.

Item Type:
Journal Article
Journal or Publication Title:
Journal of Financial Stability
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000
Subjects:
ID Code:
73647
Deposited By:
Deposited On:
18 Jun 2015 05:39
Refereed?:
Yes
Published?:
Published
Last Modified:
06 May 2020 03:27