Borradores de Economia
Número:
813
Publicado:
Clasificación JEL:
C11, C23, C52, C53, G01, G20, G21
Palabras clave:
Ciclo del crédito, Estabilidad financiera, Hoja de balance, Modelo de regresión logística
Lo más reciente
Diego Fernando Cuesta-Mora, Gómez-Molina Andrés Camilo
Andrés Nicolás Herrera-Rojas, David Camilo López-Valenzuela, Juan José Ospina-Tejeiro, Jesús Antonio Bejarano-Rojas
Jaime Alfredo Bonet-Moron, Yuri Carolina Reina-Aranza, Adriana Ortega, Ana Rosa Polanco
In this paper, we study the empirical relationship between credit funding sources and the financial vulnerability of the Colombian banking system. We propose a statistical model to measure and predict banking-fragility episodes associated with credit fun