Introducing a New Early Warning System Indicator (EWSI) of banking crises
Published on Monday, January 12, 2015 | Updated on Monday, January 12, 2015
Introducing a New Early Warning System Indicator (EWSI) of banking crises
Summary
In this paper we develop a new Early Warning System (EWS) of Banking Crises based on a new estimated indicator of the "gap" between the observed private credit ratio and its long-term structural level.
Geographies
- Geography Tags
- Global
Topics
- Topic Tags
- Banks
- Macroeconomic Analysis
Authors
Alvaro Ortiz
BBVA Research - Head of Analysis with Big Data
Alfonso Ugarte
BBVA Research - Principal Economist