Baselga-Pascual, Laura - 2020
paper examines the main bank risk determinants in Latin America. The period analysed covers the timespan from 1999 to 2013 …-driven comparable methodology to classify and select commercial banks from the sample. We study bank risk proxied by the Z-score. In the … analysis, we apply bank specific, macroeconomic and regulatory variables. We use the system-GMM estimator as our main empirical …