IMF Staff papers, Volume 44 No. 3.

This paper studies the case of Mexico to examine determinants of banking system fragility. The paper tests empirically the proposition that bank fragility is determined by bank-specific factors, macroeconomic conditions, and potential contagion effects. The methodology allows the variables that dete...

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Bibliografiske detaljer
Institution som forfatter: International Monetary Fund. Research Dept
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 1997.
Serier:IMF Staff Papers; IMF Staff Papers ; No. 1997/003
Online adgang:Full text available on IMF
Beskrivelse
Summary:This paper studies the case of Mexico to examine determinants of banking system fragility. The paper tests empirically the proposition that bank fragility is determined by bank-specific factors, macroeconomic conditions, and potential contagion effects. The methodology allows the variables that determine bank failure to differ from those that influence banks' time to failure (or survival rate). Based on the indicators of fragility of individual banks, the paper constructs an index of fragility for the banking system. The framework is applied to the Mexican financial crisis that began in 1994.
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Fysisk beskrivelse:1 online resource (120 pages)
Format:Mode of access: Internet
ISSN:1020-7635
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