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
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 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