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150128 ||| eng |
| 020 |
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|a 9781451872569
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| 100 |
1 |
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|a Souto, Marcos
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| 245 |
0 |
0 |
|a Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector
|c Marcos Souto, Rodolphe Blavy
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2009
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| 300 |
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|a 32 pages
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| 651 |
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4 |
|a United States
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| 653 |
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|a Finance, Public
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| 653 |
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|a Depository Institutions
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| 653 |
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|a Public Administration
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| 653 |
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|a Commercial banks
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| 653 |
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|a Banks
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| 653 |
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|a Finance
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| 653 |
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|a Industries: Financial Services
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| 653 |
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|a Banks and banking
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| 653 |
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|a Financial statements
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| 653 |
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|a Financial sector policy and analysis
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| 653 |
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|a Financial institutions
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| 653 |
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|a Value of Firms
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| 653 |
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|a General Financial Markets: Government Policy and Regulation
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| 653 |
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|a Micro Finance Institutions
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| 653 |
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|a Mortgages
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| 653 |
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|a Nonperforming loans
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| 653 |
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|a Loans
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| 653 |
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|a Financial risk management
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| 653 |
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|a Accounting
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| 653 |
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|a Capital and Ownership Structure
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| 653 |
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|a Credit risk
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| 653 |
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|a Goodwill
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| 653 |
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|a Bank soundness
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Public Sector Accounting and Audits
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| 653 |
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|a Financial regulation and supervision
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| 653 |
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|a Public financial management (PFM)
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| 653 |
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|a Banking
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| 653 |
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|a Financial reporting, financial statements
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| 653 |
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|a Financial Risk and Risk Management
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| 653 |
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|a Financing Policy
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| 653 |
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|a Financial services law & regulation
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| 653 |
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|a Finance: General
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| 700 |
1 |
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|a Blavy, Rodolphe
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
0 |
|a 10.5089/9781451872569.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2009/109/001.2009.issue-109-en.xml?cid=22937-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a 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 interest rates are associated with higher expected default probability. Though results vary substantially across individual banks, domestic activity and U.S. growth, and higher asset prices, are generally associated with lower credit risks, while increased volatility worsens credit risks. The expected default probability is also found to be a leading indicator of traditional financial stability indicators
|