From: Market discipline: a review of the Mexican deposit market
Total deposits | Short-term deposits | Long-term deposits | IIRDE | GROWTHDE | MATURITYDE | CAPITAL | |
---|---|---|---|---|---|---|---|
Total deposits | 1 | ||||||
Short-term deposits | 0.99 | 1 | |||||
Long-term deposits | 0.95 | 0.89 | 1 | ||||
IIRDE | −0.41 | −0.42 | −0.38 | 1 | |||
GROWTHDE | −0.05 | −0.05 | −0.06 | −0.09 | 1 | ||
MATURITYDE | −0.28 | −0.31 | −0.19 | 0.60 | 0.08 | 1 | |
CAPITAL | 0.95 | 0.94 | 0.90 | −0.39 | −0.05 | −0.27 | 1 |
ASSETS | 0.98 | 0.97 | 0.93 | −0.41 | −0.04 | −0.28 | 0.97 |
CAPITALR | −0.18 | −0.16 | −0.20 | 0.28 | 0.002 | 0.13 | −0.13 |
RESERVE | −0.08 | −0.07 | −0.09 | −0.05 | −0.11 | 0.19 | −0.07 |
DOUBTFUL | −0.18 | −0.16 | −0.22 | 0.24 | −0.06 | −0.25 | −0.20 |
ROA | 0.10 | 0.09 | 0.11 | −0.04 | −0.08 | −0.02 | 0.11 |
ROE | 0.17 | 0.16 | 0.18 | −0.11 | −0.06 | −0.07 | 0.17 |
MANAGEMENT1 | −0.21 | −0.17 | −0.26 | 0.20 | 0.09 | −0.06 | −0.22 |
MANAGEMENT2 | −0.11 | −0.10 | −0.13 | 0.15 | −0.02 | −0.01 | −0.12 |
LIQUIDITY1 | 0.01 | 0.02 | 0.01 | −0.17 | 0.11 | −0.20 | 0.01 |
LIQUIDITY2 | −0.19 | −0.19 | −0.19 | 0.06 | 0.05 | 0.19 | −0.17 |
Z-SCORE | 0.20 | 0.17 | 0.23 | −0.14 | −0.05 | 0.05 | 0.18 |
EXPOSURE | −0.25 | −0.23 | −0.26 | 0.17 | −0.08 | −0.03 | −0.22 |
CETES | −0.02 | −0.03 | 0.01 | 0.38 | 0.004 | 0.05 | −0.04 |
Loan growth | −0.07 | −0.06 | −0.08 | −0.08 | 0.25 | 0.01 | −0.06 |
ASSETS | CAPITALR | RESERVE | DOUBTFUL | ROA | ROE | MANAGEMENT1 | |
---|---|---|---|---|---|---|---|
ASSETS | 1 | ||||||
CAPITALR | −0.19 | 1 | |||||
RESERVE | −0.07 | 0.00 | 1 | ||||
DOUBTFUL | −0.20 | 0.34 | −0.13 | 1 | |||
ROA | 0.11 | −0.43 | 0.01 | −0.47 | 1 | ||
ROE | 0.18 | −0.45 | −0.04 | −0.53 | 0.89 | 1 | |
MANAGEMENT1 | −0.23 | 0.68 | −0.05 | 0.46 | −0.44 | −0.39 | 1 |
MANAGEMENT2 | −0.12 | 0.39 | −0.001 | 0.37 | −0.74 | −0.66 | 0.51 |
LIQUIDITY1 | −0.01 | 0.17 | 0.03 | 0.09 | 0.03 | 0.05 | 0.25 |
LIQUIDITY2 | −0.17 | 0.17 | −0.05 | −0.10 | 0.08 | 0.08 | 0.04 |
Z-SCORE | 0.17 | −0.17 | −0.06 | −0.30 | 0.22 | 0.24 | −0.26 |
EXPOSURE | −0.21 | 0.19 | 0.05 | 0.15 | 0.01 | −0.03 | 0.12 |
CETES | −0.03 | 0.05 | 0.02 | 0.06 | −0.09 | −0.07 | 0.02 |
Loan growth | −0.07 | −0.006 | 0.07 | −0.16 | −0.05 | −0.04 | 0.09 |
MANAGEMENT2 | LIQUIDYTY1 | LIQUIDYTY2 | Z-SCORE | EXPOSURE | CETES | Loan growth | |
---|---|---|---|---|---|---|---|
MANAGEMENT2 | 1 | ||||||
LIQUIDITY1 | 0.02 | 1 | |||||
LIQUIDITY2 | −0.06 | 0.25 | 1 | ||||
Z-SCORE | −0.18 | −0.12 | 0.003 | 1 | |||
EXPOSURE | 0.09 | 0.00 | 0.06 | −0.17 | 1 | ||
CETES | 0.01 | 0.13 | 0.08 | −0.02 | −0.05 | 1 | |
Loan growth | 0.06 | −0.04 | 0.02 | −0.05 | −0.06 | 0.02 | 1 |