Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance

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

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