Borradores de Economia
Número:
931
Publicado:
Clasificación JEL:
C11, C52, C53, G01, G21
Palabras clave:
Credit cycle, Financial stability, Wholesale funds, Balance sheet
Lo más reciente
Daniel Herrera-Araujo, Jorge Florez-Acosta
Luis Armando Galvis-Aponte, Adriana Marcela Rivera-Zárate
Diego Fernando Cuesta-Mora, Fredy Alejandro Gamboa-Estrada, Camilo Eduardo Sánchez-Quinto
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