Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/86119
Authors: 
Anastasi, Alejandra
Bebczuk, Ricardo
Elosegui, Pedro
Sangiácomo, Máximo
Year of Publication: 
2008
Series/Report no.: 
Working Paper, Central Bank of Argentina (BCRA) 2008/36
Abstract (Translated): 
This paper analyzes the relationship between the quality of the commercial credit portfolio and diversification in the financial entities of Argentina during the period 1998-2006. To this effect, a database of the financial sector (banking and non-banking) is used, which allows to consider three potential dimensions of diversification: per productive sector, per province and per client. In addition to characterizing the financial entities’ diversification decisions during the period under analysis, which includes the severe economic and financial crisis of late 2001, the paper analyzes the determinants of the portfolio’s quality including the effect of diversification in the three dimensions stated above. The results indicate that, by controlling for the relevant variables, specialization improves the quality of the credit portfolio.
Subjects: 
Argentina
banks
credit diversification
loan quality
non-performing loans
JEL: 
C23
G21
G23
Document Type: 
Working Paper

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