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dc.creatorGuarín-López, Alexander
dc.creatorLozano-Espitia, Luis Ignacio
dc.date.created2016-03-04
dc.date.issued2016-03-04
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6242
dc.description.abstractThis 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
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 931
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleCredit funding and banking fragility : an empirical analysis for emerging economies
dc.typeWorking Paper
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.jelC11 - Bayesian Analysis: General
dc.subject.jelC52 - Model Evaluation, Validation, and Selection
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methods
dc.subject.jelG01 - Financial Crises
dc.subject.keywordCredit cycle
dc.subject.keywordFinancial stability
dc.subject.keywordWholesale funds
dc.subject.keywordBalance sheet
dc.subject.keywordLogistic model regression
dc.subject.keywordBayesian model averaging
dc.subject.lembEconomías emergentes
dc.subject.lembCrédito
dc.subject.lembPréstamos bancarios
dc.subject.lembRiesgo bancario
dc.subject.lembEstabilidad financiera
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaG01 - Crisis financiera
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulación
dc.subject.jelspaC11 - Análisis bayesiano: generalidades
dc.subject.jelspaC52 - Evaluación, contraste y selección de modelos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.931
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/borrec/931.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/014306.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6242
dc.creator.firmaIgnacio Lozano-Espitia
dc.creator.firmaAlexander Guarin
dc.source.handleRepecRePEc:bdr:borrec:931
dc.source.handleRepecRePEc:col:000094:014306


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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