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dc.creatorAmaya, Carlos Andrés
dc.date.created2005-12-01
dc.date.issued2005-12
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/2082
dc.descriptionSe evalúa la solidez del sistema financiero colombiano ante eventuales materializaciones del riesgo de crédito, a partir de un tipo de ejercicios. Se analizan las principales amenazas como los riesgos de mercado de la deuda pública interna y la crisis bancaria dado que se puede afectar la capacidad de pago de los deudores y las firmas.
dc.description.abstractThe recurrent financial crises in the developed and developing economies during the last two decades show how costly these events can be. They also underscore the importance of financial stability as an economic policy consideration. Among the authorities responsible for overseeing financial stability, central banks play an extremely important role, one that is gaining ground among monetary authorities, since most economies have made important progress towards reducing inflation. According to Large (2005), there are at least three things central banks must do to encourage financial stability. They first must assess the threats to the financial system. Secondly, they must monitor stability of the payment system and take actions to reduce any risk on this front. Finally, as lenders of last resort, they must be able to inject liquidity, even in times of crisis.
dc.format.extent12 páginas : tablas
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República de Colombia
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesTemas de Estabilidad Financiera
dc.relation.isversionofTemas de Estabilidad Financiera ; No. 12
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.subjectCrédito
dc.subjectEconomía doméstica
dc.subjectRiesgo
dc.subjectIndicadores
dc.subjectColombia
dc.titleEvaluación del riesgo de crédito en el sistema financiero colombiano
dc.title.alternativeAssessing credit risk in the colombian financial system
dc.typeWorking Paper
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.jelG29 - Financial Institutions and Services: Other
dc.subject.jelD81 - Criteria for Decision-Making under Risk and Uncertainty
dc.audiencePolicymakers
dc.audienceResearchers
dc.audienceStudents
dc.audienceTeachers
dc.subject.keywordCredit
dc.subject.keywordHome economics
dc.subject.keywordRisk
dc.subject.keywordIndicators
dc.subject.keywordColombia
dc.subject.lembRiesgo crediticio -- Colombia -- 1994-2005
dc.subject.lembRiesgo bancario -- Colombia -- 1994-2005
dc.subject.lembBancos -- Evaluación -- Metodología -- Colombia -- 1994-2005
dc.subject.lembRiesgo financiero -- Colombia -- 1994-2005
dc.subject.lembSolvencia bancaria -- Colombia -- 1994-2005
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.subject.jelspaG29 - Instituciones y servicios financieros: Otros
dc.subject.jelspaD81 - Criterios para la toma de decisiones con riesgo e incertidumbre
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.source.bibliographicCitationAmaya, C. A.; J. Martínez (2005). “Tenencia, distribución y valor de las viviendas colombianas a 2003”, en Reporte de Estabilidad Financiera, Bogotá, Banco de la Republica, julio, pp. 93-106.
dc.source.bibliographicCitationBoot, J. C.; Feibes, W.; Lisman, J. H. C. (1967). “Further Methods of Derivation of Quarterly Figures from Anual Data”, en Applied Statistics, Vol.16, No. 1, pp. 65-75.
dc.source.bibliographicCitationCheung, Y. W.; K. Lai, S. (1993). “Finite-sample sizes of Johansen likelihood ratio tests for cointegration”, en Oxford Bulletin of Economicsand Statistics, Vol. 55, pp. 313-328.
dc.relation.doihttps://doi.org/10.32468/tef.12
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repechttps://ideas.repec.org/p/bdr/temest/012.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/2082
dc.source.handleRepecRePEc:bdr:temest:012


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