Consumer credit performance over the business cycle In Colombia : some empirical facts

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Borradores de Economía; No. 861
Date published
2015-01-14
Date of last update
2015-01-14
Author
Arango-Thomas, Luis Eduardo
Cardona-Sosa, Lina Marcela
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
This paper studies the behavior of the survival function of accruing loans during the slowdown experienced by the Colombian economy between January-2008 and March-2009 as documented by Alfonso et al. (2013). We use a dataset with information of different
JEL Codes
G21 - Banks; Depository Institutions; Micro Finance Institutions; MortgagesE44 - Financial Markets and the MacroeconomyE32 - Business Fluctuations; CyclesC41 - Duration Analysis; Optimal Timing Strategies
Keywords
Accruing loans ; Nonperforming loans ; Survival function ; Economic slowdown ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6149
https://hdl.handle.net/20.500.12134/6149
https://doi.org/10.32468/be.861
https://ideas.repec.org/p/bdr/borrec/861.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