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...
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: | |
Acceso en línea: | Texto completo |
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