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Investigating the Early Signals of Banking Sector Vulnerabilities in Central and East European Emerging Markets

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  • Kadri Männasoo

    ()

  • David G Mayes

    ()

Abstract

This paper considers the joint role of macro-economic and bankspecific factors in explaining the occurrence of banking problems in the twenty-one Central and East European emerging markets over the recent decade. Using data at the individual bank level we show, using a logit model, that the macroeconomic factors play a central role in determining banking sector instability in the early stages of difficulty, while the bankspecific factors are more important in the later stages and gain more weight as the banking sector develops and the institutional framework becomes mature.

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Bibliographic Info

Paper provided by Bank of Estonia in its series Bank of Estonia Working Papers with number 2005-08.

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Length: 28 p
Date of creation: 10 Oct 2005
Date of revision: 10 Oct 2005
Publication status: published
Handle: RePEc:eea:boewps:wp2005-08

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Related research

Keywords: banking sector vulnerability; banking crises; early warning indicators; Central and Eastern Europe;

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  1. Hutchison, Michael & McDill, Kathleen, 1999. "Are All Banking Crises Alike? The Japanese Experience in International Comparison," Journal of the Japanese and International Economies, Elsevier, vol. 13(3), pages 155-180, September.
  2. Enrica Detragiache & Asli Demirgüç-Kunt, 1998. "Financial Liberalization and Financial Fragility," IMF Working Papers 98/83, International Monetary Fund.
  3. Chamberlain, Gary, 1980. "Analysis of Covariance with Qualitative Data," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 225-38, January.
  4. Brenda González-Hermosillo & Ceyla Pazarbaşioğlu & Robert Billings, 1997. "Determinants of Banking System Fragility: A Case Study of Mexico," IMF Staff Papers, Palgrave Macmillan, vol. 44(3), pages 295-314, September.
  5. Brenda González-Hermosillo, 1999. "Determinants of Ex-Ante Banking System Distress," IMF Working Papers 99/33, International Monetary Fund.
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