Número:
788
Publicado:
Clasificación JEL:
E32, E51, E60, G18, G21
Palabras clave:
Ex ante credit risk, credit cycles, countercyclical provisioning
Lo más reciente
Sergi Basco, Jair Neftali Ojeda-Joya
Ligia Alba Melo-Becerra, Diego Vásquez-Escobar, María Isabel Alarcón-Obando, Giselle Tatiana Silva-Samudio
Karina Acosta, Juliana Jaramillo-Echeverri, Daniel Lasso Jaramillo, Alejandro Sarasti-Sierra
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