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En este documento se presenta una aplicación al sistema bancario colombiano de la metodología de prueba de estrés propuesta por Cihák (2007). El análisis de las posibles consecuencias generadas por diversos choques económicos sobre el sistema bancario se desarrolla involucrando cinco...
Persistent link: https://www.econbiz.de/10005274574
revelan la idiosincrasia de cada banco, sino también variables comunes a todos los bancos que caracterizan el entorno general …
Persistent link: https://www.econbiz.de/10005113909
eficiencia en beneficios. Estas mejoras en eficiencia fueron superiores para aquellos bancos que presentaban rankings de … comportamientos colusivos por parte de los bancos en el mercado de depósitos …. Se encuentra que los bancos que han atravesado procesos de fusiones pueden experimentar mejoras en los indices de …
Persistent link: https://www.econbiz.de/10005113961
developing a better understanding of credit and its mechanisms. A rapidly growing strand of the literature views banks as facing …. This work explores the way banks in Colombia manage their balance sheet and sheds light into the dynamics of credit and …
Persistent link: https://www.econbiz.de/10010862639
This paper identifies the main bank specific determinants of time to failure during the financial crisis in Colombia using duration analysis. Using partial likelihood estimation, it shows that the process of failure of financial institutions during that period was not a merely random process;...
Persistent link: https://www.econbiz.de/10005113940
The effects of the Pension Fund Managers (PFMs) behavior on the foreign exchange market may be important, given the increasing size of their portfolio and their possible market power. Some authors argue that when big investors like PFMs trade large volumes in the foreign exchange market, they...
Persistent link: https://www.econbiz.de/10005113905
Tener conocimiento del balance fiscal estructural es importante tanto para el análisis como para la formulación ex ante de la política fiscal. En este documento proponemos una metodología para la determinación del balance estructural de las finanzas del Gobierno Nacional Central, basados en...
Persistent link: https://www.econbiz.de/10005783869
We study the existence of a monetary policy transmission mechanism through banks in Colombia, using monthly banks … transmission across banks depending on banks-specific characteristics. …
Persistent link: https://www.econbiz.de/10010862659
The aim of this paper is to identify a set of early warning indicators that effectively discriminate between firms that are more prone to default on their financial obligations from those that are less prone to do so. To fulfill this objective, we use the Discriminant Analysis methodology. We...
Persistent link: https://www.econbiz.de/10010862661
In this paper we seek to assess the ability of banks to withstand the e?ects of an increase in credit risk as a result … macroeconomic shock on bank’s performance indicators, such as the NPL ratio, the return on assets, and the capital adequacy ratio …. The results suggest that most Colombian banks are able to withstand a large shock to economic activity. We also perform a …
Persistent link: https://www.econbiz.de/10010862662