Title: Improving Credit Information, Bank Regulation, and Supervision: On the Role and Design of Public Credit Registries
Abstract: No AccessPolicy Research Working Papers25 Jun 2013Improving Credit Information, Bank Regulation, and Supervision: On the Role and Design of Public Credit RegistriesAuthors/Editors: Giovanni Majnoni, Margaret Miller, Nataliya Mylenko, Andrew PowellGiovanni Majnoni, Margaret Miller, Nataliya Mylenko, Andrew Powellhttps://doi.org/10.1596/1813-9450-3443SectionsAboutPDF (2.2 MB) ToolsAdd to favoritesDownload CitationsTrack Citations ShareFacebookTwitterLinked In Abstract: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. Previous bookNext book FiguresReferencesRecommendedDetailsCited ByCredit Information Sharing and Stock Price Crash Risk: The Role of Information Asymmetry and Bank RegulationsSSRN Electronic JournalDeterminants of Microfinance Bank Loan Default in Niger State, NigeriaSSRN Electronic JournalLe marché obligataire corporate : un levier pour les PME-ETI ?Revue d'économie financière, Vol.N° 114, No.2Information Exchanges Among Competitors in EU Retail Financial Markets25 July 2014A European Perspective on Consumer Loans and the Role of Credit Registries: the Need toReconcile Data Protection, Risk Management, Efficiency, Over-indebtedness, and a Better Prudential Supervision of the Financial SystemJournal of Consumer Policy, Vol.33, No.113 January 2010Consumer and Small Business Credit: Building Blocks of the Middle ClassThe Political Economy of Global Financial Governance: The Costs of Basle II for Poor CountriesSSRN Electronic Journal View Published: November 2004 Copyright & Permissions Related RegionsLatin America & CaribbeanRelated CountriesArgentinaBrazilMexicoRelated TopicsFinance and Financial Sector DevelopmentPrivate Sector Development KeywordsAVERAGE INTERESTAVERAGE INTEREST RATESBANKBANKSBORROWERBORROWERSCALCULATIONSCHECKCONSUMERCRED CREDIT BUREAUCREDIT BUREAUSCREDIT CARDSCREDIT RISKFINANCIAL INSTITUTIONSINFORMATIONLOWER INTEREST RATESPROVISION OF CRED RESPONSIBILITYVALUABLE PDF DownloadLoading ...