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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Blavy, Rodolphe (Auteur), Souto, Marcos Rietti (Auteur)
Collectivité auteur: International Monetary Fund. Western Hemisphere Department
Format: Électronique eBook
Langue:Inglés
Publié: [Washington, D.C.] : International Monetary Fund, ©2009.
Collection:IMF working paper ; WP/09/109.
Sujets:
Credit analysis > Mexico.
Risk > Mexico.
Banks and banking > Mexico.
Analyse de crédit > Mexique.
Risque > Mexique.
Banks and banking
Credit analysis
Risk
Mexico
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