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Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia

Perdomo, Juan Pablo Zárate; Cobo, Adolfo León; … - BANCO DE LA REPÚBLICA - 2012

El presente trabajo da cuenta de las principales lecciones que se han recogido en materia de política monetaria y financiera sobre la crisis actual, y traza un paralelo con la crisis colombiana de los noventa (guardadas las proporciones) y con las acciones que de ella se derivaron. Además...

Persistent link: https://www.econbiz.de/10010763635

Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?

Gónzlaez, José Eduardo Gómez; Gil, Jorge Mario Uribe; … - BANCO DE LA REPÚBLICA - 2009

En este artículo se analizan los principales determinantes de la rentabilidad de los bancoscomerciales en Colombia durante el período comprendido entre enero de 2000 y mayo de 2007. Seestiman los efectos de los movimientos en la tasa de cambio peso dólar sobre dicha rentabilidad,tanto en un...

Persistent link: https://www.econbiz.de/10005597726

Credit Cycles, Credit Risk and Countercyclical Loan Provisions

López, Martha; Galarza, Fernando Tenjo; Zárate, Hector - BANCO DE LA REPÚBLICA - 2013

In this paper we investigate the impact of rapid credit growth on ex ante credit risk. We present micro-econometric evidence of the positive relationship between rapid credit growth and deterioration in lending portfolios: Loans granted during boom periods have higher probability of default than...

Persistent link: https://www.econbiz.de/10010828183

Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano

González, José Eduardo Gómez; Orozco, Inés Paola - BANCO DE LA REPÚBLICA - 2009

En este trabajo se presenta un modelo estadístico de alerta temprana, que utiliza modelos de duración para evaluar el estado corriente y pronosticar el estado futuro de la salud financiera de los bancos en Colombia. En el artículo se discuten las ventajas que tiene utilizar modelos de...

Persistent link: https://www.econbiz.de/10005042521

Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets

Lozano, Ignacio; Guarín, Alexander - BANCO DE LA REPÚBLICA - 2014

the Colombian banking system. We propose a statistical model to measure and predict banking-fragility episodes associated … fragility for both the aggregated banking system and the individual banks. Our approach performs a Bayesian averaging of … sources could provide an additional tool to warn against banking disruptions. …

Persistent link: https://www.econbiz.de/10010765009

An Industrial Organization Analysis for the Colombian Banking System

Rozo, Sandra; Vásquez, Diego; Estrada, Dairo - BANCO DE LA REPÚBLICA - 2008

This paper presents two versions of a spatial competition model forthe banking sector. The first version, describes a … from an optimal number of branches for the banking systemthroughout the period of study. The deviation indicates that in …

Persistent link: https://www.econbiz.de/10005262660

Multimarket spatial competition in the Colombian deposit market

Estrada, Dairo; Rozo, Sandra - BANCO DE LA REPÚBLICA - 2006

This paper presents a multimarket spatial competition oligopoly model for the Colombian deposit market, in line with the New Em- pirical Industrial Organization (NEIO) approach. In this framework, banks use price and non-price strategies to compete in the market, which allows us to analyze the...

Persistent link: https://www.econbiz.de/10005196696

INTEREST RATE PASS-THROUGH IN COLOMBIA: A MICRO- BANKING PERSPECTIVE

Betancourt, Rocío; Vargas, Hernando; Niño, Norberto … - BANCO DE LA REPÚBLICA - 2006

conditions and the behavior of banks. This paper illustrates this point by means of a theoretical micro-banking model and shows …

Persistent link: https://www.econbiz.de/10005768069

An empirical characterization of mortgage default in Colombia between 1997 and 2004

Carranza, Juan Esteban; Estrada, Dairo - BANCO DE LA REPÚBLICA - 2007

This paper examines the relationship between mortgage default decisions andrelevant observable variables under the light of a random utility model. The focusof the study is the Colombian mortgage market between 1997 and 2004 using twoseparate data sets that are matched using simulation...

Persistent link: https://www.econbiz.de/10011082428

Beyond Bubbles:The role of asset prices in early-warning indicators

Gómez, Esteban; Rozo, sandra - BANCO DE LA REPÚBLICA - 2007

Asset prices have recently become a common topic in economic debate. Nevertheless, much time has been spent in determining if they effectively exhibit a bubble component, and not in examining whether asset prices affectively contain relevant information concerning future market developments....

Persistent link: https://www.econbiz.de/10005262670