Riesgo, Concentración, Series de Tiempo, Corte transversal, Datos panel
Abstract
This paper analyzes empirically the relationship between risk and size in the Mexican Banking System. Cross section data permit us to get size, risk and concentration indicators for each bank. With time series data aggregation, we make up the size, risk and concentration indicators. Finally, with panel data we combine aspects of time series and particular characteristics of each bank in our econometric study.
