Borradores de Economia
Número:
813
Publicado:
Palabras clave:
Ciclo del crédito, Estabilidad financiera, Hoja de balance, Modelo de regresión logística
Lo más reciente
Jorge Florez-Acosta, Margarita María Gáfaro-González, Alejandra González-Ramírez, Juan Sebastián Vélez-Velásquez
Sandra Isabel Salamanca-Gil, Enrique Montes-Uribe, Juan Sebastián Silva-Rodríguez
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