Estimating Credit Quality Transition Matrices for the Commercial Loan Portfolio in the Colombian Financial System

Temas de Estabilidad Financiera
Number: 
26
DOI: 
https://doi.org/10.32468/tef.26
Published: 
Classification JEL: 
G11, C13
Download document

The most recent

Impact of demographic change on CO₂ emissions: the role of consumption
Jhorland Ayala-García, Jaime Bonet-Morón, Eduardo A. Haddad, Inácio F. Araújo
Remittances, growth and regional economic convergence: evidence from Colombian departments
Clark Granger, Jhorland Ayala-García, Fabio Montenegro Aparicio
Adaptation to Broken Mitigation: Social and Economic Impacts of Solar Mini-Grid Electrification in Colombian Island
Hans-Erik Edsand, Andrés Aleán-Romero, Jhorland Ayala-García, Tania Jiménez Castilla, Sandra C. Valencia

Se hicieron diferentes estimaciones de matrices de transición para los deudores de la cartera comercial colombiana, y dependiendo de la metodología empleada, los resultados son diferentes.