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

Alexander
Guarín-López
Luis Ignacio
Lozano-Espitia
Martes, 1 Marzo 2016

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