Financial systems are high-dimensional interacting systems evolving far from thermodynamic equilibrium. We investigate whether financial crises can be interpreted as dynamical regime transitions in such nonequilibrium systems. Treating credit growth realizations as effective microstates, we construct a Shannon entropy measure representing a macroscopic observable of structural dispersion. Using quarterly data for advanced economies, we document systematic entropy buildup prior to crisis onset, variance amplification consistent with destabilization, regime-dependent persistence shifts, and dissipative post-crisis relaxation. These findings indicate that financial crises exhibit statistical signatures consistent with critical transitions in complex adaptive systems, with entropy functioning as a coarsegrained order parameter.