Estimating default frequencies and macrofinancial linkages in the Mexican banking sector /

The credit risk measures we develop in this paper are used to investigate macrofinancial linkages in the Mexican banking system. Domestic and external macro-financial variables are found to be closely associated with banking soundness. At the aggregate level, high external volatility and domestic in...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Blavy, Rodolphe (Autor), Souto, Marcos Rietti (Autor)
Autor Corporativo: International Monetary Fund. Western Hemisphere Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2009.
Colección:IMF working paper ; WP/09/109.
Temas:
Credit analysis > Mexico.
Risk > Mexico.
Banks and banking > Mexico.
Analyse de crédit > Mexique.
Risque > Mexique.
Banks and banking
Credit analysis
Risk
Mexico
Acceso en línea:Texto completo

Internet

Texto completo

Items no disponibles

Detalle de Existencias desde

Ejemplares similares