Did the Basel Accord Cause a Credit Slowdown in Latin America? /

Drawing from a unique data set comprising 2,893 banks and 152 countries over the period 1987 to 2000, we test whether the adoption of the Basel Accord by Latin American and Caribbean countries was responsible for the serious slowdowns in credit growth experienced by these countries. We find that, on...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Cosimano, Thomas
مؤلفون آخرون: Barajas, Adolfo, Chami, Ralph
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2005.
سلاسل:IMF Working Papers; Working Paper ; No. 2005/038
الوصول للمادة أونلاين:Full text available on IMF
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100 1 |a Cosimano, Thomas. 
245 1 0 |a Did the Basel Accord Cause a Credit Slowdown in Latin America? /  |c Thomas Cosimano, Ralph Chami, Adolfo Barajas. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2005. 
300 |a 1 online resource (42 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a Drawing from a unique data set comprising 2,893 banks and 152 countries over the period 1987 to 2000, we test whether the adoption of the Basel Accord by Latin American and Caribbean countries was responsible for the serious slowdowns in credit growth experienced by these countries. We find that, on average, both bank capitalization and lending activities in Latin America increased after Basel. Consequently, Basel did not seem to lead to an overall credit decline. However, we do find evidence that loan growth became more sensitive to some risk factors. Our study suggests that the upcoming adoption of Basel II might cause greater procyclicality of credit. 
538 |a Mode of access: Internet 
700 1 |a Barajas, Adolfo. 
700 1 |a Chami, Ralph. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2005/038 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2005/038/001.2005.issue-038-en.xml  |z IMF e-Library