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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| Diğer Yazarlar: | |
| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2009.
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| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2009/109 |
| Online Erişim: | Full text available on IMF |