Series: IMF Working Papers
Author(s): Jorge Chan-Lau
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 April 2010
Keywords: Corisk, quantile regression, financial crisis, contagion, Chile, banking, banking system, financial institutions, financial system, bank claims
This paper explores how the global turmoil affected the risk of banks operating in Chile, and provides evidence that could help strengthen work on vulnerability indicators and off-site supervision. The analysis is...