Assessing the risk of banking crises – revisited

  title={Assessing the risk of banking crises – revisited},
  author={Claudio Borio and Mathias Drehmann},
  • Claudio Borio, Mathias Drehmann
  • Published 2009
Historically, unusually strong increases in credit and asset prices have tended to precede banking crises. Could the current crisis have been anticipated by exploiting this relationship? We explore this question by assessing the out-of-sample performance of leading indicators of banking system distress developed in previous work, also extended to… CONTINUE READING

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