近年來，系統性銀行危機的問題已經迅速波及全球，Kaminsky-Reinhart （1996）、DemirguC-Detragiache（1997）等學者開始進行銀行危機決定因素之研究，DemirguC-Detragiache（1998）也從事金融自由化與銀行危機的實證分析。金融自由化可帶來長期的經濟效益，但也可能因金融相互關連過度密切或業嚴重重疊，以及短期的金融虛弱特質帶來經營成本的增加，對於金融自由化衍生的相互關連、金融虛弱與銀行危機間可能存在的互動關係，目前則尚缺乏相關的實證研究，鑑於現今金融市場的自由化潮流，銀行所扮演的角色日益重要，故本文乃著重於此方面之探討。
為瞭解銀行危機的可能顯著因子，本文係在多變量Logit架構下，根據設定之控制變數群，建構一銀行危機的計量模型。再者，本文也根據各國金融相互關連與脆弱程度之不同，探討在銀行危機影響因素上是否存在顯著的差異。
由實證結果發現，總體經濟的環境對銀行危機的發生扮演著一個重要的角色，低GDP成長率、貿易條件惡化、高通膨及低每人GDP皆與較高的危機發生機率相關連，顯示總體經濟變數是80及90年代系統性銀行危機的一個主要來源。M2對外匯準備比與銀行危機呈顯著的正向關係，這表示若銀行信用擴張太快以致負債相對於央行的外匯準備增加過劇，會加速銀行危機發生的可能性。此外，金融自由化初期也可能是引起銀行體系受損程度增加的因子之一。
另外，在分別將樣本國區分為脆弱程度高低兩類及深化程度高低兩類後，我們發現脆弱或深化程度不同的國家在某些危機特徵上具有顯著差異。就每人GDP、國內授信成長率、實質利率及國內授信佔GDP之比例言，高脆弱國顯著比低脆弱國更容易產生銀行危機；低脆弱國卻顯著比高脆弱國更易因貿易條件惡化而導致危機發生。我們亦發現通貨膨脹、M2對外匯準備之比、或實質利率過高都會使金融深化高的國家比低的國家更易導致危機產生；金融深化低的國家則較易受每人GDP及國內授信佔GDP之比例的影響而反映出銀行的經營問題。

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