Credit funding and banking fragility : an empirical analysis for emerging economies
Borradores de Economía; No. 931
Date published
2016-03-04Date of last update
2016-03-04Document 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
This paper proposes an empirical model to identify and forecast banking fragility episodes using information on the credit funding sources. We predict the probability of occurrence of such episodes 0, 3 and 6 months ahead employing a Bayesian Model Averag
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URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6242https://hdl.handle.net/20.500.12134/6242
https://doi.org/10.32468/be.931
https://ideas.repec.org/p/bdr/borrec/931.html
https://ideas.repec.org/p/col/000094/014306.html
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