Número:
813
Publicado:
Palabras clave:
Ciclo del crédito, Estabilidad financiera, Hoja de balance, Modelo de regresión logística
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Felipe Roldán-Ferrín, Julián Andrés Parra-Polanía
Nicol Valeria Rodríguez-Rodríguez, Hernán Dario Perdomo-Sánchez
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