Borradores de Economia
Número:
813
Publicado:
Clasificación JEL:
C11, C23, C52, C53, G01, G20, G21
Palabras clave:
Ciclo del crédito, Estabilidad financiera, Hoja de balance, Modelo de regresión logística
Lo más reciente
Mario Andrés Ramos-Veloza, Sara Naranjo-Saldarriaga, José Pulido
Rocío Clara Alexandra Mora-Quiñones, Antonio José Orozco-Gallo, Dora Alicia Mora-Pérez
Constanza Martínez-Ventura, Ligia Alba Melo-Becerra
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