Showing 1 - 10 of 71
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
ori- ented towards creating the necessary market conditions for banks to enhance their e±ciency. …
Persistent link: https://www.econbiz.de/10005489419
Este documento analiza la eficiencia (técnica, de escala, de costos y asignativa) del sistema bancario colombiano entre 2000-2012, utilizando la metodología DEA (Data Envelopment Analysis). Ésta se basa en funciones de producción individuales de las entidades que componen el sistema,...
Persistent link: https://www.econbiz.de/10010726687
Under the view that the market is a weighted and directed network (Barabási, 2003), this document is a first attempt to model the Colombian money market within a spatial econometrics framework. By estimating two standard spatial econometric models, we study the cost of collateralized borrowing...
Persistent link: https://www.econbiz.de/10010733996
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
La acentuada preferencia de la población por efectivo para realizar sus compras ha motivado diversos estudios con el propósito de establecer cuáles son los principales determinantes de las decisiones de los agentes sobre los instrumentos de pago que usan en sus transacciones. Este documento...
Persistent link: https://www.econbiz.de/10010906083
exogenous reserve requirements and requirement period, competitive trading among heterogeneous commercial banks, daily open …
Persistent link: https://www.econbiz.de/10010906089