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...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Blavy, Rodolphe (Author), Souto, Marcos Rietti (Author)
Corporate Author: International Monetary Fund. Western Hemisphere Department
Format: Electronic eBook
Language:Inglés
Published: [Washington, D.C.] : International Monetary Fund, ©2009.
Series:IMF working paper ; WP/09/109.
Subjects:
Credit analysis > Mexico.
Risk > Mexico.
Banks and banking > Mexico.
Analyse de crédit > Mexique.
Risque > Mexique.
Banks and banking
Credit analysis
Risk
Mexico
Online Access:Texto completo

Internet

Texto completo

Items no disponibles

Holdings details from

Similar Items