Assessing the risk of banking crises – revisited

@inproceedings{Borio2009AssessingTR,
  title={Assessing the risk of banking crises – revisited},
  author={Claudio Borio and Mathias Drehmann},
  year={2009}
}
  • 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

1 Figure or Table

Topics

Statistics

0102030'07'08'09'10'11'12'13'14'15'16'17'18
Citations per Year

124 Citations

Semantic Scholar estimates that this publication has 124 citations based on the available data.

See our FAQ for additional information.