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"Powell, Mylenko, Miller, and Majnoni analyze how data in public credit registries can be used both to strengthen bank supervision and to improve the quality of credit analysis by financial institutions. Empirical tests using public credit registry (PCR) data were performed in collaboration with the central banks in Argentina, Brazil, and Mexico. The results of the empirical tests confirm the value of the data for credit risk evaluation and provide insights regarding its use in supervision, including in calculations of credit risk for capital and provisioning requirements, or as a check on a bank's internal ratings for the Basel II's internal rating-based approach. The authors also define a set of critical design parameters and use the results to comment on appropriate public registry design. Finally, they discuss the relationship between the different objectives of a PCR and how they influence the registry's design. This paper--a product of the Finance Cluster, Latin America and the Caribbean Region--is part of a larger effort in the region to analyze the effects of bank capital regulation"--World Bank web site.
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Subjects
Credit, Case studies, State supervision, Banks and banking, Central banks, Central Banks and bankingPlaces
Latin AmericaShowing 1 featured edition. View all 1 editions?
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Improving credit information, bank regulation, and supervision: on the role and design of public credit registries
2004, World Bank
Electronic resource
in English
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Book Details
Edition Notes
Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 11/17/2004.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.
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- Created April 1, 2008
- 6 revisions
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December 11, 2020 | Edited by MARC Bot | import existing book |
February 4, 2019 | Edited by MARC Bot | import existing book |
July 29, 2012 | Edited by VacuumBot | Updated format '[electronic resource] :' to 'Electronic resource' |
May 5, 2009 | Edited by ImportBot | Found a matching record from Library of Congress . |
April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record. |