Credit funding and banking fragility : an empirical analysis for emerging economies
dc.coverage.sucursal | Bogotá | spa |
dc.creator | Guarín-López, Alexander | |
dc.creator | Lozano-Espitia, Luis Ignacio | |
dc.creator.firma | Ignacio Lozano-Espitia | |
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 | 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 |
Files
Original bundle
1 - 5 of 12
Loading...
- Name:
- be_931.pdf
- Size:
- 1.56 MB
- Format:
- Adobe Portable Document Format
- FILE
- https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6242/be_931.pdf
- Description:
- Borradores de Economia No. 931
Loading...
- Name:
- BDE-931-001.JPG
- Size:
- 50.14 KB
- Format:
- Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
- FILE
- https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6242/BDE-931-001.JPG
- Description:
- Imagen 931-001
Loading...
- Name:
- BDE-931-002.JPG
- Size:
- 40.75 KB
- Format:
- Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
- FILE
- https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6242/BDE-931-002.JPG
- Description:
- Imagen 931-002
Loading...
- Name:
- BDE-931-003.JPG
- Size:
- 60.35 KB
- Format:
- Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
- FILE
- https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6242/BDE-931-003.JPG
- Description:
- Imagen 931-003
Loading...
- Name:
- BDE-931-004.JPG
- Size:
- 92.81 KB
- Format:
- Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
- FILE
- https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6242/BDE-931-004.JPG
- Description:
- Imagen 931-004
License bundle
1 - 1 of 1