dc.coverage.sucursal	Bogotá	spa
dc.creator	Gómez-González, José Eduardo
dc.creator	Orozco-Hinojosa, Inés Paola
dc.date.accessioned	2009-04-18T08:30:10Z	eng
dc.date.available	2009-04-18T08:30:10Z
dc.date.created	2009-04-18
dc.date.issued	2009-04-18
dc.description.abstract	This paper presents an estimation of credit quality transition matrices for commercial banks in Colombia, using a duration hazard function model, and following the methodology proposed by Gómez-González et al (2009). Using a test developed by Weißbach et	eng
dc.format.mimetype	PDF	spa
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5577	spa
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5577
dc.language.iso	spa	spa
dc.publisher	Banco de la República	spa
dc.relation.doi	https://doi.org/10.32468/be.560	spa
dc.relation.dotec	https://ideas.repec.org/p/col/000094/005507.html	spa
dc.relation.ispartof	Documentos de Trabajo	spa
dc.relation.ispartofseries	Borradores de Economía	spa
dc.relation.isversionof	Borradores de Economía; No. 560
dc.relation.number	Borrador 560	spa
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/560.html	spa
dc.rights.accessRights	Open Access	eng
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0	eng
dc.rights.disclaimer	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.	spa
dc.rights.spa	Acceso abierto	spa
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/	eng
dc.source.handleRepec	RePEc:bdr:borrec:560	spa
dc.subject.jel	G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages	eng
dc.subject.jelspa	G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas	spa
dc.subject.keyword	Credit risk	eng
dc.subject.keyword	Transition probabilities	eng
dc.subject.keyword	Hazard functions	eng
dc.subject.lemb	Préstamos bancarios -- Colombia	spa
dc.subject.lemb	Bancos comerciales -- Colombia	spa
dc.subject.lemb	Riesgo cambiario -- Colombia	spa
dc.subject.lemb	Préstamos bancarios -- Colombia -- Matrices	spa
dc.title	Estimation of conditional time-homogeneous credit quality transition matrices for commercial banks in Colombia	spa
dc.type	Working Paper	eng
dc.type.hasversion	Published Version	eng
dc.type.spa	Documentos de trabajo	spa

Estimation of conditional time-homogeneous credit quality transition matrices for commercial banks in Colombia

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