Efficiency, performance and value-at-risk of Latin American banks in a process of economic integration

Author

Creamer, Germán ; Noe, Thomas ; Spindt, Paul

Author_Institution

A.B. Freeman Sch. of Bus., Tulane Univ., New Orleans, LA, USA

fYear

2000

fDate

2000

Firstpage

92

Lastpage

96

Abstract

The article compares the financial performance, value-at-risk, and efficiency of the financial sector in major Latin American countries ([MERCOSUR, Argentina, Brazil, and Chile] and Andean region [Venezuela, Colombia, Ecuador, Peru and Bolivia]). The results of this research are also compared with US and international standards (the Basle Committee). A multivariate regression analysis will determine the factors that explain or help to predict the potential success associated with the levels of efficiency or risk of commercial banks, or at the other extreme, the potential bankruptcy associated with high levels of inefficiency and risk

Keywords

bank data processing; operations research; risk management; standards; statistical analysis; Andean region; Argentina; Basle Committee; Bolivia; Brazil; Chile; Colombia; Ecuador; Latin American banks; Latin American countries; MERCOSUR; Peru; US standards; Venezuela; commercial banks; economic integration; financial performance; financial sector; international standards; multivariate regression analysis; potential bankruptcy; value-at-risk; Banking; Business; Data envelopment analysis; Economic forecasting; Environmental economics; Finance; Macroeconomics; Multivariate regression; Risk analysis; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Intelligence for Financial Engineering, 2000. (CIFEr) Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on

Conference_Location

New York, NY

Print_ISBN

0-7803-6429-5

Type

conf

DOI

10.1109/CIFER.2000.844607

Filename

844607