Análisis de la probabilidad condicional de incumplimiento de los mayores deudores privados del sistema financiero colombiano

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dc.audiencePolicymakerseng
dc.audienceResearcherseng
dc.audienceStudentseng
dc.audienceTeacherseng
dc.coverage.sucursalBogotáspa
dc.creatorGómez-González, José Eduardo
dc.creatorOrozco-Hinojosa, Inés Paola
dc.creatorZamudio-Gómez, Nancy Eugenia
dc.date.accessioned2006-09-01T08:30:10Zeng
dc.date.available2015-12-06T08:30:10Zspa
dc.date.available2015-12-14T08:30:10Zspa
dc.date.available2017-10-24T08:30:10Zspa
dc.date.created2006-09-01spa
dc.date.issued2006-09eng
dc.descriptionMediante un modelo de duración se estima la probabilidad condicional de incumplimiento de las obligaciones financieras de las firmas del sector privado en Colombiaspa
dc.description.abstractThe private corporate sector is the primary debtor in the Colombian financial system (commercial loans account for 54.9% of the total gross portfolio). Consequently, it is extremely important to measure and monitor the risk this sector of the economy might pose to the financial system. Ever since the crisis in the late nineties, Colombian companies have not experienced a comparable situation. Today, the quality indicators for the commercial loan portfolio are at historic lows, and the portfolio has begun to grow, following the standstill in 2003-2005. The non-performing/total loan ratio for companies was 1.63% at June 2006, while real growth in the private commercial loan portfolio was 18.3%. Coupled with a good economic situation and good corporate performance in recent years, the foregoing poses no imminent risk to financial stability. However, the mid-term risks are still out there, which means this type of risk must continue to be measured and monitored. For example, a hefty increase in commercial loans is good, as it helps to fund investment projects. Nonetheless, an unexpected shock to corporate creditworthiness might be a source of risk to the financial system, because of possible deterioration in the loan portfolio.eng
dc.format.extent10 páginas : gráficas tablasspa
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/2104spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/2104spa
dc.language.isospaspa
dc.publisherBanco de la República de Colombiaspa
dc.relation.doihttps://doi.org/10.32468/tef.19spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesTemas de Estabilidad Financieraspa
dc.relation.isversionofTemas de Estabilidad Financiera ; No. 19spa
dc.relation.numbertef 19eng
dc.relation.repechttps://ideas.repec.org/p/bdr/temest/019.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.bibliographicCitationArango, J. P.; Zamudio, N. E.; Orozco, I. P. (2005). “Riesgo de crédito: un análisis desde las firmas”, en Reporte de Estabilidad Financiera, diciembre, Banco de la República, pp. 79-87.spa
dc.source.bibliographicCitationGómez, J. E.; Kiefer, N. M. (2006). “Explaining Time to Bank Failure in Colmbia during the Financial Crisis of the Late 1990”, Borradores de Economía, núm. 400, Banco de la República.spa
dc.source.bibliographicCitationKiefer, N. M. (1988). “Economic Duration Data and Hazard Functions”, Journal of Economic Literature, num. 2, v. 26, pp. 646-679.spa
dc.source.handleRepecRePEc:bdr:temest:019spa
dc.subjectBancosspa
dc.subjectInstituciones financierasspa
dc.subjectRiesgospa
dc.subjectProbabilidadesspa
dc.subjectColombiaspa
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgageseng
dc.subject.jelG29 - Financial Institutions and Services: Othereng
dc.subject.jelE44 - Financial Markets and the Macroeconomyeng
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecasspa
dc.subject.jelspaG29 - Instituciones y servicios financieros: Otrosspa
dc.subject.jelspaE44 - Mercados financieros y macroeconomíaspa
dc.subject.keywordBankseng
dc.subject.keywordFinancial institutionseng
dc.subject.keywordRiskeng
dc.subject.keywordProbabilitieseng
dc.subject.keywordColombiaeng
dc.subject.lembCrédito -- Colombiaspa
dc.subject.lembInstituciones financieras -- Colombiaspa
dc.subject.lembRiesgo financiero -- Colombiaspa
dc.titleAnálisis de la probabilidad condicional de incumplimiento de los mayores deudores privados del sistema financiero colombianospa
dc.title.alternativeAnalysis of conditional probability of default by the major private debtors in the colombian financial systemspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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