Improving credit information, bank regulation, and supervision
Subtitle: on the role and design of public credit registries
By: Giovanni Majnoni ... [et al].
Contributors: Majnoni, Giovanni.; World Bank.
Series: Policy research working paper ;; 3443; Policy research working papers (Online) ;; 3443.
Publisher: World Bank
Published: 2004
Place of publication: [Washington, D.C
Language: eng
Format: Electronic resource
Subjects: Credit -- Latin America -- Case studies; Banks and banking -- Latin America -- State supervision -- Case studies; Central banks -- Latin America -- Case studies
Genres: Case studies.
Description: "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: 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.