Modèle de détection avancée des crises bancaires basé sur une approche panel logistique

Zaghdoudi, Taha (2015): Modèle de détection avancée des crises bancaires basé sur une approche panel logistique.

Abstract

The succession of banking crises in which most have resulted in huge economic and financial losses, prompted several authors to study their determinants. These authors constructed early warning models to prevent their occurring. It is in this same vein as our study takes its inspiration. In particular, we have developed a warning model of banking crises based on a panel logit approach. The results of this model have allowed us to identify the involvement of the decline in bank profitability, deterioration of the competitiveness of the traditional intermediation, banking concentration and higher real interest rates in triggering bank crisis.

• Item Type: MPRA Paper
• English Title: Banking crisis detection model based on a panel logistic approach
• Language: French
• Keywords: Banking crisis, logistic panel data
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C23 - Panel Data Models ; Spatio-temporal Models; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C25 - Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions ; Probabilities; G - Financial Economics > G0 - General > G01 - Financial Crises

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