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  • 1
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    Buenos Aires: Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA)
    Publication Date: 2019-09-21
    Description: En este trabajo se analiza la estructura y el grado de competencia en el mercado de préstamos bancarios de Argentina en el período 2006-2011. Para evaluar el grado de competencia se utilizó el modelo de Panzer-Rose y se diferenció entre bancos privados y públicos. Los resultados indican que tantos los bancos privados como los públicos desempeñan sus actividades en un marco de competencia monopolista.
    Keywords: C52 ; G21 ; L11 ; I13 ; ddc:330 ; competition ; banking industry ; Panzer-Rose model ; market structure
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 2
    Publication Date: 2019-02-14
    Description: The idea behind the methodology proposed in this paper is to show the utilities that it can offer, a software tool to make recommendations to the banking users when making a claim against a bad practice from their banks or wish to make an inquiry in order to ascertain the chances of a favorable decision by the Bank of Spain to a complaint in progress. The methodology used described uses recommendation algorithms based on content filtering, using database annual reports of the Claims Service of the Bank of Spain.
    Keywords: C88 ; G21 ; C60 ; C63 ; E58 ; G28 ; ddc:330 ; Algorithm ; Recommendation system ; Banking users
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 3
    Publication Date: 2019-04-24
    Description: In the nineties in the financial sector, there was an unprecedented process of mergers and acquisitions in Europe. This trend started in the United States in the eighties, quickly spreading to Europe. The study analyzes the variables that have a marginal effect on the probability by a financial institution to participate in a process of financial restructuring as a merged or nationalized entity. For this, categorical models with endogenous variable are used to represent the different situations of absorption being considered. In the modeling process we have used the usual econometric techniques for variable selection and their financial interpretability.
    Keywords: C50 ; G21 ; ddc:330 ; CPI ; mergers ; nationalized ; marginal effects ; Basel III
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 4
    Publication Date: 2018-08-23
    Description: Analizar los factores que influyen en la sostenibilidad es clave para llegar a alcanzarla. En base a la Teoría de los Recursos y las Capacidades (Grant, 1991), desarrollamos un modelo de gestión que determina los factores explicativos de la sostenibilidad de las instituciones microfinancieras (IMF). El modelo empírico se desarrolla aplicando análisis de componentes principales y regresión logística, sobre una muestra de 313 IMF, con 31 variables financieras agrupadas en seis componentes/factores que están teóricamente relacionadas con su autosuficiencia. Nuestros resultados muestran una relación significativa y positiva entre el tamaño y la eficiencia-productividad de las IMF con su sostenibilidad, presentando el factor riesgo de crédito una relación inversa con respecto a dicha sostenibilidad. Por tanto, sugerimos que las IMF que quieran continuar desarrollando su actividad bajo un enfoque de autosuficiencia, deben fomentar una estrategia de gestión orientada hacia: (1) el aumento de la eficiencia-productividad, (2) el control exhaustivo del riesgo de crédito y (3) el incremento del tamaño para la consecución de economías de escala. La capacidad predictiva del modelo es alta, con un área bajo la curva ROC (AUC) del 89.7%.
    Description: The analysis of the factors that influence sustainability is the key to achieving it. Based on the Theory of Resources and Capabilities (Grant, 1991), a management model that determines the explanatory factors of the sustainability of microfinance institutions (MFI) is developed. The empirical model is constructed by applying a principal component and logistic regression analysis using a sample of 313 MFI, with 31 finance variables, grouped into 6 components/factors that are theoretically associated with self-sufficiency. The results obtained showed a significant and positive relationship between size and the efficiency-productivity of the MFI and their sustainability, with the credit risk factor having an inverse relationship as regards that sustainability. Thus, it may be suggested that the MFI that wish to continue developing their activity using a self-sufficiency approach must promote a management strategy oriented towards: (1) an increase in efficiency-productivity, (2) the exhaustive control of credit risk and, (3) the increase in size in order to achieve economies of scale. The predictive capacity of the model is high, with an area under the ROC curve of 89.7%.
    Keywords: G21 ; ddc:330 ; Microfinanzas ; Sostenibilidad operativa ; Teoría del cambio organizacional ; Autosuficiencia ; Microfinance ; Operational sustainability ; Theory of organisational change ; Self-sufficiency
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 5
    Publication Date: 2018-02-08
    Description: The importance of micro-entities due to their generation of employment and propelling economic activity, together with the fact of their particularities, implies the need to design appropriate methods that anticipate their bankruptcies. For that purpose, a hybrid model by combining parametric and nonparametric approaches is developed in this paper. First, the variables with the highest predictive power to detect bankruptcy are selected using logistic regression (LR). Subsequently, a non-parametric method, namely regression trees and classification (CART), is then applied to companies classified as "bankruptcy" or "non-bankruptcy". Our results show that this model provides a better result than when it is implemented in isolation, which joins its easier interpretation and faster convergence. Moreover, we demonstrate that the introduction of non-financial and macroeconomic variables complement the financial ratios for bankruptcy prediction. Findings are based on a data set of micro-entities (MEs), as recently defined by the European Union.
    Keywords: G33 ; G41 ; G21 ; G32 ; ddc:330 ; micro-entities ; bankruptcy models ; hybrid methods ; nonparametric methods ; decision trees ; micro-entities
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 6
    Publication Date: 2018-07-03
    Description: We study the interest rate spread of the Argentine financial system during the last eighteen years. We analyze Granger causality of selected variables, and estimate econometric models that relate spread to macroeconomic and microeconomic factors. Resuls indicate that output growth and monetization reduce spread during the whole period, while country risk and prices are significant only by subperiods, suggesting changes in macroeconomic context. Banking system variables also have significant impacts, including: taxes, administrative expenses, non-performing loans, the use of own resources and liquidity.
    Keywords: C22 ; E44 ; G21 ; ddc:330 ; Zinsstruktur ; Kausalanalyse ; Ökonometrisches Modell ; Wechselkurs ; Argentinien
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 7
    Publication Date: 2017-08-04
    Description: This study aims to analyze the Spanish financial entities that were bailout by the European Union with the main objective to discern the different char- acteristics among them and find out the reasons why in some cases some of them were merged, in other were taken over and in the most problematic cases, needed public funds. Although most of them were saving banks, this paper is not limited to them as the process also affected some banks. The main question is if the financial and accounting information should have been relevant in order to determine the ending situation. However, the re- sults lead to a different conclusion. Applying some statistical techniques (ANOVA, principal component analysis and cluster), the results show that it is not possible to group those entities by common characteristics and, therefore, the information used in this research has not been crucial for the subsequent development of these institutions.
    Keywords: G01 ; G21 ; C01 ; C16 ; ddc:330 ; financial sector ; crisis ; multivariate techniques
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 8
    Publication Date: 2019-03-14
    Description: In adjustable interest loans the borrower assumes the risk of interest rate rising, which leads to the growth of loan annuities. Given the importance of this risk in both corporate and personal finance, it is a recurrent topic in economic and financial press. In this paper, we show that the duration of a loan with constant annuity and interest rate can be used to assess the sensitivity of payments of an analogous loan with adjustable interest rate. Also, we develop an empirical application on official indexes of the Spanish mortgage market during the period 2009-2013. We find that EURIBOR is the index that causes less volatility in the mortgage annuity. Likewise, we also obtain that the average rate of loans for house purchasing in the euro zone is the index that cause greater volatility in the payments of loans.
    Keywords: D14 ; G12 ; G21 ; ddc:330 ; Adjustable rate loans ; Postpayable amortization ; Constant annuity loan ; Duration ; Indexes of the Spanish mortgage market
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 9
    Publication Date: 2019-03-14
    Description: This article presents a review of the studies on on boards of directors and corporate social responsibility practices in the banking industry. Several characteristics of bank boards, in particular independence and diversity, may impact their CSR commitments. By studying a sample of 159 banks in nine countries during the period 2004-2010, there is evidence that suggests that banks with more independent and diverse directors follow a path of socially responsible behaviour.
    Keywords: G21 ; M14 ; ddc:330 ; Corporate governance ; Board of directors ; Corporate social responsibility ; Banks
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 10
    Publication Date: 2019-03-14
    Description: This work has the aim of analyzing the influence of bank and trade debt in the duration of the process of bankruptcy in Spain. To that end, a sample of 567 firms, that fill in bankruptcy between 2004 and 2009, is used. The results show a different behavior between banks and trade creditors, considering the level of their debt and the type of bankruptcy resolution. Thus, whereas the former allow a lengthening of the process, the latter try to reduce it. In addition, those results remain in the sample of firms that liquidate, whereas in the firms that reach an agreement, only the attitude of trade creditors is relevant, who besides, have a different behavior depending on the type of resolution.
    Keywords: G21 ; G33 ; K22 ; ddc:330 ; Bankruptcy ; Bank debt ; Trade debt ; Time of bankruptcy
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 11
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    Buenos Aires: Banco Central de la República Argentina (BCRA), Investigaciones Económicas (ie)
    Publication Date: 2019-08-30
    Keywords: C31 ; G21 ; G28 ; R12 ; ddc:330
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 12
    Publication Date: 2018-11-19
    Keywords: I14 ; I24 ; I32 ; I38 ; J13 ; J16 ; J71 ; G20 ; G21 ; ddc:330
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 13
    Publication Date: 2018-07-03
    Description: Economist usually think and work taking into account the temporal dimension of economic and financial processes. Time plays a key role in the economic decision making process and is a fundamental input for statistical models useful to analyze and predict social behavior. Thus time invades our practice. By contrast the role of territory in economic analysis is far more neglected. Territory is usually subsumed in other dimensions which are related, but are different. As a generator and promoter of public policies, the Central Bank of Argentina undergoes periodic efforts to measure, study and analyze the access and use of financial services by households and businesses in Argentina. The information gathered for this purposes, although descriptive, presents limitations on the spatial analysis that can be derived from it. Hence, we have systematized the information available to the Central Bank in the last ten years to move beyond that limitation. The result is a set of economic and financial variables and aggregate indicators of financial services market, demand and supply for 3431 Argentine localities. Furthermore, this paper, albeit being preliminary, proposes a system of geo-referenced local indicators which can be used as input for the formulation of economic and financial policies.
    Keywords: C81 ; G21 ; R12 ; R38 ; ddc:330 ; financial inclusion ; financial policies ; financial services ; geo-referenced local indicators ; spatial analysis ; Regionaler Finanzsektor ; Argentinien
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 14
    Publication Date: 2018-07-03
    Description: This article aims to identify the most relevant variables that allow through a neural network model (RNA), with supervised learning, in a kind of error correction and feedforward perceptron multilayer architecture to achieve the best predictors of low risk, in the process of microcredit. Academic studies on the topic are limited, since the raw material for your application, in most cases is not made public. This information (databases), it becomes an intangible asset for financial institutions, who permanently develop methodologies for the grant, being the essence of your business, in managing risks. Also implies that, according to the experience every time record is unique and particular and universal cannot make the application of a model. Information was available on the behavior of one hundred and sixteen thousand borrowers in a horizon of three years, after debugging. The study found that the selected model (M105), provides a better estimate of borrowers classified as Hazardous with a 38.8% and an overall 58.5% correct. In the case of borrowers 45,953 presented to the network as Risky, failed to qualify in this category to 17,853. Also there is a wrong classification rate of 61.1%, corresponding to 28,100 borrowers. That is, the number of borrowers classified as Not Hazardous.
    Keywords: C14 ; C45 ; D14 ; D87 ; G21 ; ddc:330 ; Mikrofinanzierung ; Finanzintermediär ; Kreditrisiko ; Neuronale Netze ; Kolumbien
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 15
    Publication Date: 2015-09-02
    Description: Microfinance institutions (MFIs) have been successful in providing credit to millions of low-income borrowers in groups previously excluded from formal financial services, but they often charge interest rates that many claim are excessive. We examine microfinance interest rates and their determinants in order to understand how these rates might be lowered. Using high-quality financial data from 29 institutions in seven countries over a period of four years, and drawing on information from field visits with clients, we explore patterns of cost and efficiency in MFIs. We find that improved operational efficiency comes with increased competition and institutional age, or learning by doing. Encouragingly, our regression analysis shows patterns of profit-making MFIs charging lower interest rates. We also find that interest rate caps reduce the outreach of these institutions to the poor, women, and rural clients.
    Keywords: G21 ; O16 ; E43 ; ddc:330
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 16
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    Ciudad de México: Banco de México
    Publication Date: 2018-07-03
    Description: Following the Hotelling model of spatial competition used by Massoud and Bernhardt (2002) to analyze competition in ATM fees, in this paper we analyze the effects of banning fees on the usage of ATMs by account holders. We find that the prohibition also reduces the fees charged to non-account holders but increases fixed fees. This latter increase is on average smaller than the decrease of the former two, which leads total consumer welfare to increase. We also find that the prohibition decreases total surplus but that this decrease is absorbed by the banks' profits. The model does not consider the decision of banks to open or closedown ATMs, which we leave for future research.
    Keywords: G21 ; L51 ; D40 ; ddc:330 ; banking competition ; ATM fees ; bank regulation ; retail banking ; Electronic Banking ; Bankentgelt ; Bankenregulierung ; Privatkundengeschäft ; Räumlicher Wettbewerb ; Mexiko
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 17
    Publication Date: 2018-12-19
    Description: The objective of this research is to analyze the basics elements of the Spanish financial entities new approach in the financial cards business, as well as the merchant's new role in its development. For this purpose, a questionnaire was sent to 60 managers in the cards business in such entities. After analyzing the results of the 44 received questionnaires, we may conclude that this new approach should focus in promoting revolving and installment operations through financial cards. Additionally, it is verified that the merchants will need to play a relevant and rewarded role in promoting and prescribing these finance operations
    Keywords: G21 ; ddc:330 ; financial cards ; interchange rates ; financial institutions management
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 18
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    Buenos Aires: Banco Central de la República Argentina (BCRA), Investigaciones Económicas (ie)
    Publication Date: 2018-07-03
    Description: The profit-maximizing and oligopoly bank model developed by Bresnahan and Lau allows determining the degree of market power held by an average bank. The equilibrium price equation includes a mark up, which is not used in the case of perfect competition but which is partially used in the case of oligopoly or monopolistic competition, and it is fully used in the case of monopoly. This paper explores the degree of competition in the credit market of Argentina in the period 2002-2007. The hypothesis of perfect competition in the loan market can be rejected.
    Keywords: E43 ; E51 ; F36 ; G21 ; L1 ; ddc:330 ; Argentina ; banks ; Cournot equilibrium ; market power ; loan markets ; oligopoly ; perfect competition ; Bank ; Kreditmarkt ; Marktstruktur ; Argentinien
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 19
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    Santiago de Chile: Universidad de Chile, Departamento de Economía
    Publication Date: 2012-11-22
    Description: In this article we develop a microeconomic framework to study the relationships among privatization, competition for deposits and performance in banking. Particularly, we analyze banking privatization when competitive strategies of the Cournot and Stackelberg types are allowed. Our findings show that some conditions are necessary to justify it under the following criteria: (i) efficiency, (ii) market power/financial stability and (iii) consumption availability for depositors. They also show that privatizations are relatively easy to justify when leader-follower relationships are allowed in the banking system. Even government revenues, due to privatization, are higher when these relationships exist.
    Keywords: G21 ; D43 ; D92 ; ddc:330 ; banking ; privatization ; competition ; performance ; deposits
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
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  • 20
    Publication Date: 2018-12-19
    Description: The main objective of this paper is to determine if it is possible to find within the credit market any restrictions, for instance to credit concessions and its commercial conditions to more little firms or to those that do not have a strong relationship whit their usual banks, and, if the credit rationing is properly perceived by firms. The quantitative research was based on information obtained from questionnaires sent to 816 companies and from the accounting information that by law must be at the disposal of the public scrutiny. The conjoint analysis allowed us to determine the type of existing credit rationing within the credit market, as well as factors influencing and determining. Finally, we conclude with a set of recommendations for the different enterprises, the financial entities as well as public institutions for the amelioration of the efficiency of the banking credit market and the reduction of negative consequences of the credit rationing.
    Keywords: G21 ; G14 ; ddc:330 ; credit rationing ; banking relationship ; financing SMEs ; credit market ; lending relationships
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 21
    Publication Date: 2015-02-17
    Description: Este documento analiza la importancia de la integración financiera en Centro América, enfatizando los efectos de la actual crisis internacional sobre los sistemas financieros de la subregión. Después de presentar evidencia sobre la integración financiera en Centro América y la compara con otros países de América Latina y otras regiones del mundo en vías de desarrollo, se describen dos factores importantes que han caracterizado el proceso de integración financiera en la última década y se analizan los efectos de la integración financiera y de la participación de la banca extranjera. Motivado por la actual crisis internacional, se enfatiza la respuesta de las variables financieras locales a shocks financieros internacionales. Finalmente, el documento deriva conclusiones y adelanta recomendaciones de política económica.
    Keywords: F36 ; G21 ; ddc:330 ; Integración financiera ; Sistemas financieros ; Centro América
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 22
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    Buenos Aires: Universidad del Centro de Estudios Macroeconómicos de Argentina (UCEMA)
    Publication Date: 2018-06-28
    Description: En este artículo se estudia la privatización de un grupo de bancos públicos provinciales en Argentina en 1993-2001. En contraste con la mayoría de los estudios previos sobre privatizaciones que analizaron principalmente sus efectos sobre la eficiencia económica, este estudio se enfoca en dos cuestioness: i) evaluar si la privatización de los bancos públicos provinciales produjo un incremento en el uso del poder de mercado por parte de aquellos bancos públicos provinciales privatizados y ii) verificar si los bancos públicos provinciales privatizados incrementaron su eficiencia económica despues de su privatización, medida por una re- ducción en sus costos operativos. La evidencia empírica permite sostener las dos cuestiones planteadas.
    Keywords: D43 ; G21 ; L13 ; ddc:330 ; bancos ; competencia monopolista ; privatizaciones
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 23
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    Buenos Aires: Banco Central de la República Argentina (BCRA), Investigaciones Económicas (ie)
    Publication Date: 2018-07-03
    Description: This paper analyzes the determinants of the interest rate of short-term unsecured loan inter-bank market (call) in Argentina. The results show that the heterogeneous nature of the entities, in terms of size and origin of ownership, impacts on the interest rate agreed. Other additional aspects, such as the linkages between entities and the degree of supply or demand concentration, also affect the cost of funding. The structure of the market and the repo rates established by the BCRA are also relevant. Finally, the interest rate reacts positively when banks have a higher demand for liquidity, due to both seasonality and episodes of reduction in deposits.
    Keywords: E43 ; E58 ; G14 ; G21 ; ddc:330 ; Argentina ; interest rate ; monetary policy ; short-term liquidity markets ; Geldmarkt ; Zins ; Argentinien
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 24
    Publication Date: 2018-07-03
    Description: This paper analyzes the relationship between the quality of the commercial credit portfolio and diversification in the financial entities of Argentina during the period 1998-2006. To this effect, a database of the financial sector (banking and non-banking) is used, which allows to consider three potential dimensions of diversification: per productive sector, per province and per client. In addition to characterizing the financial entities’ diversification decisions during the period under analysis, which includes the severe economic and financial crisis of late 2001, the paper analyzes the determinants of the portfolio’s quality including the effect of diversification in the three dimensions stated above. The results indicate that, by controlling for the relevant variables, specialization improves the quality of the credit portfolio.
    Keywords: C23 ; G21 ; G23 ; ddc:330 ; Argentina ; banks ; credit diversification ; loan quality ; non-performing loans ; Bankrisiko ; Diversifikation ; Argentinien
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 25
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    Buenos Aires: Banco Central de la República Argentina (BCRA), Investigaciones Económicas (ie)
    Publication Date: 2018-07-03
    Description: The main purpose of this paper is to study the problem created by the lack of information about the credit history of some debtors in the databases used to develop credit scoring models and the use of information about behavior compiled by a credit risk register as a potential solution to the problem. The paper analyzes two problems: (i) the need to provide a credit risk estimation of debtors whose behavior is unknown (because they are deleted from the databases without indication of the reason), and (ii) the assessment of the impact of ignoring these data when evaluating the credit risk of entities’ portfolios. The fundamental strategy will be to allow the use of debtors’ credit history in other entities, recorded in the credit risk register.
    Keywords: C35 ; D81 ; G21 ; G28 ; ddc:330 ; credit scoring ; credit registers ; credit risk ; imputation ; information sharing ; missing data
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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  • 26
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    La Paz: Universidad Católica Boliviana, Instituto de Investigaciones Socio-Económicas (IISEC)
    Publication Date: 2018-06-28
    Description: El trabajo tiene como objetivo determinar los factores que explican los niveles de ineficiencia técnica del sector bancario boliviano en el período post-liberalización financiera. Los resultados obtenidos mostraron que los factores que explicarían los niveles de ineficiencia son principalmente la competencia en la industria bancaria, los gastos administrativos, y la liquidez. La aplicación de las medidas de liberalización incrementan la ineficiencia técnica porque fomenta la competencia y cambian las normas de regulación y supervisión, los cuales requieren un período de adaptación por parte de los bancos. La gestión administrativa estaría considerado insuficiente porque los gastos administrativos y la liquidez estarían afectando positivamente a la ineficiencia técnica. Finalmente, la diversificación de la cartera que es considerado un factor importante para la disminuición de la ineficiencia no es variable explicativa por el escaso desarrollo del mercado de capitales de la economía boliviana. Para llegar a estos resultados, previamente se calcularon los niveles de la ineficiencia técnica a través de estimación de la función de costo utilizando métodos de panel de datos y lametodología denominada frontera estocástica.
    Keywords: G21 ; G28 ; C23 ; ddc:330
    Repository Name: EconStor: OA server of the German National Library of Economics - Leibniz Information Centre for Economics
    Language: Spanish
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