Borradores de Economia
Número:
813
Publicado:
Palabras clave:
Ciclo del crédito, Estabilidad financiera, Hoja de balance, Modelo de regresión logística
Lo más reciente
María José Roa-García, Gloria Amparo Alonso Masmela, Nidia García Bohórquez, Diego A. Rodríguez-Pinilla
José Vicente Romero-Chamorro, Hernando Vargas-Herrera
Juan Camilo Medellín-Martínez, Sergio Restrepo Ángel
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