Credit cycles, credit risk and countercyclical loan provisions
Borradores de Economía; No. 788
Date published
2013-11-05Date of last update
2013-11-05Document language
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Las 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.
Abstract
In this paper we investigate the impact of rapid credit growth on ex ante credit risk. We present micro-econometric evidence of the positive relationship between rapid credit growth and deterioration in lending portfolios: Loans granted during boom period
JEL Codes
G21 - Banks; Depository Institutions; Micro Finance Institutions; MortgagesE32 - Business Fluctuations; CyclesE51 - Money Supply; Credit; Money MultipliersE60 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: GeneralG18 - General Financial Markets: Government Policy and Regulation
Keywords
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5928https://hdl.handle.net/20.500.12134/5928
https://doi.org/10.32468/be.788
https://ideas.repec.org/p/bdr/borrec/788.html
https://ideas.repec.org/p/col/000094/011092.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit
