Artikel
Bank risk determinants in Latin America
Systemic Banking crises are a recurrent phenomenon that affects society, and there is a need for a better understanding of the risk factors to support prudential regulation and reduce unnecessary risk intake in the financial system. This paper examines the main bank risk determinants in Latin America. The period analysed covers the timespan from 1999 to 2013, including the systemic banking crisis episodes in Argentina (2001-2003) and Uruguay (2002-2005). We apply a new data-driven comparable methodology to classify and select commercial banks from the sample. We study bank risk proxied by the Z-score. We use the system-GMM estimator as our main empirical analysis method. According to our results, well capitalized, liquid, and traditional commercial banks are less risky. We perform robustness tests by applying OLS, and the results resemble our original model.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 8 ; Year: 2020 ; Issue: 3 ; Pages: 1-21 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
Production, Pricing, and Market Structure; Size Distribution of Firms
- Thema
-
Latin America
financial risk and risk management
banks and depository institutions
bank risk management
emerging markets
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Martínez-Malvar, Mariña
Baselga-Pascual, Laura
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2020
- DOI
-
doi:10.3390/risks8030094
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Martínez-Malvar, Mariña
- Baselga-Pascual, Laura
- MDPI
Entstanden
- 2020
Ähnliche Objekte (12)
Changes in natural disaster risk: Macroeconomic responses in selected Latin American countries
Contagion risks in emerging stock markets: New evidence from Asia and Latin America
The determinants of sovereign risk premium in African countries
Cooperation in science and innovation between Latin America and the European Union
FDI inflows, price and exchange rate volatility: New empirical evidence from Latin America
The determinants of credit risk: An evidence from ASEAN and GCC Islamic banks
The determinants of equity risk and their forecasting implications: A quantile regression perspective
The determinants of outward foreign direct investment from Latin America and the Caribbean: An integrated entropy-based TOPSIS multiple regression analysis framework
The determinants of market-implied recovery rates
Determinants of related and unrelated export diversification
Bankruptcy risk, its financial determinants and reporting delays: Do managers have anything to hide?
Determinants of borrowers' default in P2P lending under consideration of the loan risk class
Changes in natural disaster risk: Macroeconomic responses in selected Latin American countries
Contagion risks in emerging stock markets: New evidence from Asia and Latin America
The determinants of sovereign risk premium in African countries
Cooperation in science and innovation between Latin America and the European Union
FDI inflows, price and exchange rate volatility: New empirical evidence from Latin America
The determinants of credit risk: An evidence from ASEAN and GCC Islamic banks
The determinants of equity risk and their forecasting implications: A quantile regression perspective
The determinants of outward foreign direct investment from Latin America and the Caribbean: An integrated entropy-based TOPSIS multiple regression analysis framework
The determinants of market-implied recovery rates
Determinants of related and unrelated export diversification
Bankruptcy risk, its financial determinants and reporting delays: Do managers have anything to hide?
Determinants of borrowers' default in P2P lending under consideration of the loan risk class
Changes in natural disaster risk: Macroeconomic responses in selected Latin American countries
Contagion risks in emerging stock markets: New evidence from Asia and Latin America
The determinants of sovereign risk premium in African countries
Cooperation in science and innovation between Latin America and the European Union
FDI inflows, price and exchange rate volatility: New empirical evidence from Latin America
The determinants of credit risk: An evidence from ASEAN and GCC Islamic banks
The determinants of equity risk and their forecasting implications: A quantile regression perspective
The determinants of outward foreign direct investment from Latin America and the Caribbean: An integrated entropy-based TOPSIS multiple regression analysis framework
The determinants of market-implied recovery rates
Determinants of related and unrelated export diversification
Bankruptcy risk, its financial determinants and reporting delays: Do managers have anything to hide?