International Banking Risk Scoring During the Asian Debt and Banking Crisis

Curtin U Economics and Finance Working Paper No. 99-11

19 Pages Posted: 22 Aug 2001

See all articles by John L. Simpson

John L. Simpson

Curtin University - Centre for Research in Applied Economics

Date Written: September 1999

Abstract

The Asian crisis originated in Thailand and systematically spread to the Philippines, Indonesia, Malaysia and South Korea from mid 1997 to 2000. Some of the countries concerned, such and Malaysia and Thailand, have somewhat recovered but others such as South Korea and Indonesia continue to experience major economic problems which are largely related to weaknesses in their banking systems.

This paper demonstrates that risk ratings of banks in the Asian region may be partly estimated by analysing short-term external debt data with a bank size factor included.

It is conjectured that the economic health of these countries will be returned if reforms are taken to ensure the long-term health of banking systems in the countries concerned.

Keywords: International Banking Risk, risk scores, external debt, bank size

JEL Classification: G15, G21

Suggested Citation

Simpson, John L., International Banking Risk Scoring During the Asian Debt and Banking Crisis (September 1999). Curtin U Economics and Finance Working Paper No. 99-11. Available at SSRN: https://ssrn.com/abstract=280854 or http://dx.doi.org/10.2139/ssrn.280854

John L. Simpson (Contact Author)

Curtin University - Centre for Research in Applied Economics ( email )

GPO Box U1987
Perth, Western Australia 6845
Australia

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