Improving credit information, bank regulation, and supervision : on the role and design of public credit registries / Giovanni Majnoni ... [et al].

Format:

Book

Government document

Contributor:

World Bank.

Majnoni, Giovanni.

Series:

Policy research working papers ; 3443.

World Bank e-Library.

Policy research working paper ; 3443

Language:

English

Subjects (All):

Banks and banking--State supervision--Latin America--Case studies.

Banks and banking.

Banks and banking, Central--Latin America--Case studies.

Banks and banking, Central.

Credit--Latin America--Case studies.

Credit.

Other Title:

Policy research working paper vol. 3443

Place of Publication:

[Washington, D.C. : World Bank, 2004]

System Details:

data file

Summary:

"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.

Notes:

Title from PDF file as viewed on 11/17/2004.

Includes bibliographical references.

Publisher Number:

10.1596/1813-9450-3443