2026-10-08T14:02:26Z https://api.figshare.com/v2/oai

oai:figshare.com:article/33692626 2026-09-13T11:22:26Z category_26023 item_type_3 month_year_09_2026

Banking Stability Dataset for Emerging Economies: System GMM Panel, 2007–2021 Anonymous user (24850501) Panel data analysis Banking financial stability ; Emerging economies System GMM Macroprudential policy <p dir="ltr">Banking-sector financial stability has become an increasingly important policy and research concern, particularly in emerging economies where banking systems remain vulnerable to macroeconomic shocks, institutional weaknesses, and structural changes in financial markets. Despite the extensive literature on banking stability, much of the existing empirical evidence relies on individual indicators of bank risk or performance and provides limited insight into the multidimensional nature of financial stability across emerging economies.</p><p dir="ltr">This study addresses this gap by developing a composite <b>Banking Stability Index (BSI)</b> using Principal Component Analysis and examining its determinants within a dynamic panel framework. The analysis covers <b>20 emerging economies</b> and considers bank-specific, banking-sector, macroeconomic, and institutional/regulatory factors, while also accounting for major systemic shocks. The empirical strategy employs <b>System Generalized Method of Moments (System GMM)</b> to address dynamic persistence, potential endogeneity, and unobserved country-specific heterogeneity. The findings provide evidence on the relative importance of capital adequacy, profitability, liquidity, market structure, macroeconomic conditions, and institutional quality in shaping banking financial stability.</p> 2026-09-13T11:22:26Z Dataset Dataset 10.6084/m9.figshare.33692626.v1 https://figshare.com/articles/dataset/Banking_Stability_Dataset_for_Emerging_Economies_System_GMM_Panel_2007_2021/33692626 CC BY 4.0