Borradores de Economia
Número:
813
Publicado:
Palabras clave:
Ciclo del crédito, Estabilidad financiera, Hoja de balance, Modelo de regresión logística
Lo más reciente
Hernán Rincón-Castro, Steven Zapata-Álvarez
Martha Rosalba López-Piñeros, Eduardo Sarmiento Gómez
Clark Granger-Castaño, Dairo Ayiber Estrada, Valeria Salas, Jhuliana Sofía Segura-Durán
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