Bank risk determinants in Latin America

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dc.contributor.authorMartínez Malvar, Mariña
dc.contributor.authorBaselga Pascual, Laura
dc.date.accessioned2025-09-05T11:18:59Z
dc.date.available2025-09-05T11:18:59Z
dc.date.issued2020-09-07
dc.date.updated2025-09-05T11:18:59Z
dc.description.abstractSystemic 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.en
dc.identifier.citationMartínez‐Malvar, M., & Baselga‐Pascual, L. (2020). Bank risk determinants in Latin America [Review of Bank risk determinants in Latin America]. Risks, 8(3), MDPI AG. https://doi.org/10.3390/RISKS8030094
dc.identifier.doi10.3390/RISKS8030094
dc.identifier.eissn2227-9091
dc.identifier.urihttps://hdl.handle.net/20.500.14454/3523
dc.language.isoeng
dc.publisherMDPI AG
dc.rights© 2020 by the authors
dc.subject.otherLatin America
dc.subject.otherFinancial risk and risk management
dc.subject.otherBanks and depository institutions
dc.subject.otherBank risk management
dc.subject.otherEmerging markets
dc.titleBank risk determinants in Latin Americaen
dc.typereview article
dcterms.accessRightsopen access
oaire.citation.issue3
oaire.citation.titleRisks
oaire.citation.volume8
oaire.licenseConditionhttps://creativecommons.org/licenses/by/4.0/
oaire.versionVoR
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