Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)

Yasmin Briceño Santafé () and Giampaolo Orlandoni ()
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Yasmin Briceño Santafé: Programa Ciencias del Agro y del Mar. Universidad Nacional Experimental de los Llanos Occidentales Ezequiel Zamora. Avenida 23 de Enero, frente a Redoma de Punto Fresco, Hall del Rectorado, Cubiculo 11. Barinas, Estado Barinas. Código Postal 5201, Venezuela.

Economía, 2012, vol. 37, issue 34, 55-88

Abstract: Venezuelan commercial and universal banks, as many banks in the rest of the world, are exposed to financial risks (credit risk, liquidity risk) and to operational risks. In this paper, the main relationships between the risks factors faced by banks and relevant economic variables are analysed, using structural equations models (Jöreskog’s LISREL models). This sort of statistical modelling allows the evaluation of the three types of risks, finding new indicators for the assessment of those risks. The influence of the macroeconomic environment on the three types of risks analysed is also confirmed.

Keywords: Structural equation model; bank risk; credit risk; liquidity risk; operational risk. (search for similar items in EconPapers)
JEL-codes: C51 C52 C58 G21 G32 (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:ula:econom:v:37:y:2012:i:34:p:55-88

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