dc.coverage.sucursal	Bogotá	spa
dc.creator	Guarín-López, Alexander	spa
dc.creator	Lozano-Espitia, Luis Ignacio	spa
dc.creator.firma	Ignacio Lozano-Espitia	spa
dc.date.accessioned	2016-03-04T08:30:10Z	eng
dc.date.available	2016-03-04T08:30:10Z	spa
dc.date.created	2016-03-04	spa
dc.date.issued	2016-03-04	eng
dc.description.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	eng
dc.format.mimetype	PDF	spa
dc.identifier.handle	https://hdl.handle.net/20.500.12134/6242	spa
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/6242	spa
dc.language.iso	spa	spa
dc.publisher	Banco de la República	spa
dc.relation.doi	https://doi.org/10.32468/be.931	spa
dc.relation.dotec	https://ideas.repec.org/p/col/000094/014306.html	spa
dc.relation.ispartof	Documentos de Trabajo	spa
dc.relation.ispartofseries	Borradores de Economía	spa
dc.relation.isversionof	Borradores de Economía; No. 931	spa
dc.relation.number	Borrador 931	spa
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/931.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:931	spa
dc.subject.jel	G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages	eng
dc.subject.jel	C11 - Bayesian Analysis: General	eng
dc.subject.jel	C52 - Model Evaluation, Validation, and Selection	eng
dc.subject.jel	C53 - Forecasting and Prediction Methods; Simulation Methods	eng
dc.subject.jel	G01 - Financial Crises	eng
dc.subject.jelspa	G01 - Crisis financiera	spa
dc.subject.jelspa	G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas	spa
dc.subject.jelspa	C53 - Métodos de pronóstico y predicción; métodos de simulación	spa
dc.subject.jelspa	C11 - Análisis bayesiano: generalidades	spa
dc.subject.jelspa	C52 - Evaluación, contraste y selección de modelos	spa
dc.subject.keyword	Credit cycle	eng
dc.subject.keyword	Financial stability	eng
dc.subject.keyword	Wholesale funds	eng
dc.subject.keyword	Balance sheet	eng
dc.subject.keyword	Logistic model regression	eng
dc.subject.keyword	Bayesian model averaging	eng
dc.subject.lemb	Economías emergentes	spa
dc.subject.lemb	Crédito	spa
dc.subject.lemb	Préstamos bancarios	spa
dc.subject.lemb	Riesgo bancario	spa
dc.subject.lemb	Estabilidad financiera	spa
dc.title	Credit funding and banking fragility : an empirical analysis for emerging economies	eng
dc.type	Working Paper	eng
dc.type.hasversion	Published Version	eng
dc.type.spa	Documentos de trabajo	spa

Credit funding and banking fragility : an empirical analysis for emerging economies

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