Consumer credit performance over the business cycle In Colombia : some empirical facts

Número: 
861
Publicado: 
Clasificación JEL: 
C41, E32, E44, G21
Palabras clave: 
accruing loans, nonperforming loans, survival function, economic slowdown

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Lina Fernanda Torres-Gutierrez, Gonzalo Ossa-Stipcianos, Edwin Mauricio Parra-Rodriguez, Egberto Alexander Riveros, Alvaro José Martinez-Monroy, Julián Andrés Gomez-Duran, Juan Sebastián Rojas-Moreno

This paper studies the behavior of the survival function of accruing loans during the slowdown experienced by the Colombian economy between January-2008 and March-2009 as documented by Alfonso et al. (2013). We use a dataset with information of different