Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance

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Borradores de Economía; No. 813
Date published
2014-06-03
Date of last update
2014-06-03
Author
Lozano-Espitia, Luis Ignacio
Guarín-López, Alexander
Document language
spa
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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 study the empirical relationship between credit funding sources and the financial vulnerability of the Colombian banking system. We propose a statistical model to measure and predict banking-fragility episodes associated with credit fun
JEL Codes
C23 - Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal ModelsC11 - Bayesian Analysis: GeneralC52 - Model Evaluation, Validation, and SelectionC53 - Forecasting and Prediction Methods; Simulation MethodsG01 - Financial CrisesG20 - Financial Institutions and Services: GeneralG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Subject
Ciclo del crédito ; Estabilidad financiera ; Hoja de balance ; Modelo de regresión logística ; Promedio Bayesiano de modelos ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6099
https://hdl.handle.net/20.500.12134/6099
https://doi.org/10.32468/be.813
https://ideas.repec.org/p/bdr/borrec/813.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