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Productive, Geographic and Debtor Diversification and Its Effect on the Quality of the Credit Portfolio in Argentina

Author

Listed:
  • Alejandra Anastasi

    (Central Bank of Argentina)

  • Ricardo Bebczuk

    (Central Bank of Argentina)

  • Pedro Elosegui

    (Central Bank of Argentina)

  • Máximo Sangiácomo

    (Central Bank of Argentina)

Abstract

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.

Suggested Citation

  • Alejandra Anastasi & Ricardo Bebczuk & Pedro Elosegui & Máximo Sangiácomo, 2008. "Productive, Geographic and Debtor Diversification and Its Effect on the Quality of the Credit Portfolio in Argentina," BCRA Working Paper Series 200836, Central Bank of Argentina, Economic Research Department.
    • Handle: RePEc:bcr:wpaper:200836
    as

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    File URL: http://www.bcra.gov.ar/pdfs/investigaciones/WP%202008%2036e.pdf
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    More about this item

    Keywords

    Argentina; banks; credit diversification; loan quality; non-performing loans;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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