dc.coverage.sucursal	Bogotá	spa
dc.creator	Gómez-González, José Eduardo
dc.creator	Morales-Acevedo, Paola
dc.creator	Pineda, Fernando
dc.creator	Zamudio-Gómez, Nancy Eugenia
dc.creator.firma	Paola Morales-Acevedo
dc.date.accessioned	2007-12-20T08:30:10Z	eng
dc.date.available	2007-12-20T08:30:10Z
dc.date.created	2007-12-20
dc.date.issued	2007-12-20
dc.description.abstract	This study presents an alternative way of estimating credit transition matrices using a hazard function model. The model is useful both for testing the validity of the Markovian assumption, frequently made in credit rating applications, and also for estim	eng
dc.format.mimetype	PDF	spa
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5495	spa
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5495
dc.language.iso	spa	spa
dc.publisher	Banco de la República	spa
dc.relation.doi	https://doi.org/10.32468/be.478	spa
dc.relation.dotec	https://ideas.repec.org/p/col/000094/004395.html	spa
dc.relation.ispartof	Documentos de Trabajo	spa
dc.relation.ispartofseries	Borradores de Economía	spa
dc.relation.isversionof	Borradores de Economía; No. 478
dc.relation.number	Borrador 478	spa
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/478.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:col:000094:004395	spa
dc.subject.jel	G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages	eng
dc.subject.jel	G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors	eng
dc.subject.jel	E44 - Financial Markets and the Macroeconomy	eng
dc.subject.jel	G38 - Corporate Finance and Governance: Government Policy and Regulation	eng
dc.subject.jel	C4 - Econometric and Statistical Methods: Special Topics	eng
dc.subject.jelspa	E44 - Mercados financieros y macroeconomía	spa
dc.subject.jelspa	C4 - Métodos econométricos y estadísticos: temas especiales	spa
dc.subject.jelspa	G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas	spa
dc.subject.jelspa	G23 - Instituciones financieras (excepto bancos); Instrumentos financieros; Inversores institucionales	spa
dc.subject.jelspa	G38 - Gobierno y financiación de la empresa: Política pública y regulación	spa
dc.subject.keyword	Firms	eng
dc.subject.keyword	Macroeconomic variables	eng
dc.subject.keyword	Firm-specific covariates	eng
dc.subject.keyword	Hazard function	eng
dc.subject.keyword	Transition intensities.	eng
dc.subject.lemb	Crédito -- Modelos econométricos	spa
dc.subject.lemb	Préstamos bancarios -- Modelos econométricos	spa
dc.title	An alternative methodology for estimating credit quality transition matrices	spa
dc.type	Working Paper	eng
dc.type.hasversion	Published Version	eng
dc.type.spa	Documentos de trabajo	spa

An alternative methodology for estimating credit quality transition matrices

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