Andrianova, S., Baltagi, B., Beck, T., Demetriades, P., Fielding, D., Hall, S.G., Koch, S., Lensink, R., Rewilak, Johan and Rousseau, P. (2015) A New International Database on Financial Fragility. Working Paper. University of Leicester.Metadata only available from this repository.
We present a new database on financial fragility for 124 countries over 1998 to 2012. In addition to commercial banks, our database incorporates investment banks and real estate and mortgage banks, which are thought to have played a central role in the recent financial crisis.
Furthermore, it also includes cooperative banks, savings banks and Islamic banks, that are often thought to have different risk appetites than do commercial banks. As a result, the total value of financial assets in our database is around 50% higher than that accounted for by commercial banks alone. We provide eight different measures of financial fragility, each focussing on a different aspect of vulnerability in the financial system. Alternative selection rules for our variables distinguish between institutions with different levels of reporting frequency.
|Item Type:||Monograph (Working Paper)|
|Subjects:||H Social Sciences > HG Finance|
|Schools:||The Business School
The Business School > Quantitative Analysis Research Group
|Depositing User:||Elizabeth Boulton|
|Date Deposited:||29 Jul 2015 14:56|
|Last Modified:||03 Nov 2015 15:50|
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