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...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2009.
|
| coleção: | IMF Working Papers; Working Paper ;
No. 2009/109 |
| Acesso em linha: | Full text available on IMF |