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Some Measures of Financial Fragility in the Chilean Banking System: An Early Warning Indicators Application

In: Banking, Financial Integration, and International Crises

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  • Antonio Ahumada C.

    (Banco Central de Chile)

  • Carlos Budnevich L.

    (Universidad Finis Terrae)

Abstract

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Suggested Citation

  • Antonio Ahumada C. & Carlos Budnevich L., 2002. "Some Measures of Financial Fragility in the Chilean Banking System: An Early Warning Indicators Application," Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 6, pages 175-198, Central Bank of Chile.
    • Handle: RePEc:chb:bcchsb:v03c06pp175-198
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    File URL: https://si2.bcentral.cl/public/pdf/banca-central/pdf/v3/175_198AhuBud.pdf
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    References listed on IDEAS

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    1. Carmen M. Reinhart & Graciela L. Kaminsky, 1999. "The Twin Crises: The Causes of Banking and Balance-of-Payments Problems," American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
    2. Jones, David S. & King, Kathleen Kuester, 1995. "The implementation of prompt corrective action: An assessment," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 491-510, June.
    3. P. Honohan, 2000. "Banking System Failures in Developing and Transition Countries: Diagnosis and Prediction," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 29(1), pages 83-109, February.
    4. Martin, Daniel, 1977. "Early warning of bank failure : A logit regression approach," Journal of Banking & Finance, Elsevier, vol. 1(3), pages 249-276, November.
    5. Rebel A. Cole & Jeffery W. Gunther, 1995. "FIMS: a new monitoring system for banking institutions," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jan, pages 1-15.
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    Cited by:

    1. Juan Francisco Martínez & José Miguel Matus & Daniel Oda, 2018. "Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017," Working Papers Central Bank of Chile 822, Central Bank of Chile.

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