Borradores de Economia
Número:
931
Publicado:
Clasificación JEL:
C11, C52, C53, G01, G21
Palabras clave:
Credit cycle, Financial stability, Wholesale funds, Balance sheet
Lo más reciente
Diego Fernando Cuesta-Mora, Fredy Alejandro Gamboa-Estrada, Camilo Eduardo Sánchez-Quinto
María José Roa-García, Gloria Amparo Alonso Masmela, Nidia García Bohórquez, Diego A. Rodríguez-Pinilla
José Vicente Romero-Chamorro, Hernando Vargas-Herrera
This paper proposes an empirical model to identify and forecast banking fragility episodes using information on the credit funding sources. We predict the probability of occurrence of such episodes 0, 3 and 6 months ahead employing a Bayesian Model Averag