Credit cycles, credit risk and countercyclical loan provisions

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Borradores de Economía; No. 788

Date published

2013-11-05

Date

2013-11-05

Authors

López-Piñeros, Martha Rosalba
Tenjo-Galarza, Fernando
Zárate-Solano, Héctor Manuel

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Document language

spa
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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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

In this paper we investigate the impact of rapid credit growth on ex ante credit risk. We present micro-econometric evidence of the positive relationship between rapid credit growth and deterioration in lending portfolios: Loans granted during boom period

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JEL Codes

E32 - Business Fluctuations; Cycles

Temática

Keywords

Keywords

Ex ante credit risk , Credit cycles , Countercyclical provisioning

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5928
 https://hdl.handle.net/20.500.12134/5928
 https://ideas.repec.org/p/bdr/borrec/788.html
 https://doi.org/10.32468/be.788

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