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The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector
García-Suaza, Andrés Felipe; Goméz-Gonzáleza, José … - Banco de la Republica de Colombia
This paper studies the determinants of the probability of participating in a process of merging or acquisition for financial institutions in Colombia. We use survival analysis techniques and competing risks models to estimate the probability of participating in such processes as an acquiring or...
Persistent link: https://www.econbiz.de/10005056495
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Mercado interbancario colombiano y manejo de liquidez del Banco de la República
Ortiz, Pamela cardozo; Campos, carlos A. Huertas; … - Banco de la Republica de Colombia - 2011
El documento tiene como objetivo describir algunos de los elementos fundamentales del mercado interbancario colombiano y del manejo de liquidez por parte del Banco de la República (BR). El documento explica las diferencias entre las principales operaciones en este mercado y describe los...
Persistent link: https://www.econbiz.de/10009325851
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Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos
Machado, Clara Lía; León, Carlos; Sarmiento, Miguel; … - Banco de la Republica de Colombia
Este documento estudia la estabilidad del sistema de pagos (SP) de alto valor en Colombia (CUD) ante el incumplimiento de una entidad sistémicamente importante, y evalúa la capacidad de respuesta de las entidades afectadas a partir de la utilización de sus recursos y a través de los...
Persistent link: https://www.econbiz.de/10008727688
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Eficiencia de los establecimientos bancarios (EB): una aproximación mediante modelos DEA
Pirateque, Javier E.; Piñeros, José H.; Mondragón, Linda - Banco de la Republica de Colombia - 2013
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
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The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?
Martínez, Constanza; León, Carlos - Banco de la Republica de Colombia - 2014
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
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Credit Pro-cyclicality and Bank Balance Sheet in Colombia
Salcedo, Franz Alonso Hamann; Hernández, Rafael; … - Banco de la Republica de Colombia - 2013
funding restrictions that condition their borrowing to a risk-based capital constraint which, in turn, affects bank lending … leverage during the business cycle. Using a sample of monthly bank balance sheets for the period 1994-2012, we find not only … that the Colombian banking sector is predominantly pro-cyclical, but also that the composition of bank liabilities provides …
Persistent link: https://www.econbiz.de/10010862639
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Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia
Nidia, Ruth Reyes; José Eduardo Gómez G.; Joya, Jair Ojeda - Banco de la Republica de Colombia - 2013
bank lending channel (and the risk-taking channel) literature. The impact of short-term interest rates on the growth rate …
Persistent link: https://www.econbiz.de/10010862659
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Fragility determinants of the private corporate sector in Colombia
Lemus, Juan Sebastián; Corredor-Waldron, Adriana María; … - Banco de la Republica de Colombia
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
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Credit Risk Stress Testing: An Exercise for Colombian Banks
Cabrera, Wilmar; Rueda, Javier Gutiérrez; Mendoza, … - Banco de la Republica de Colombia
macroeconomic shock on bank’s performance indicators, such as the NPL ratio, the return on assets, and the capital adequacy ratio …
Persistent link: https://www.econbiz.de/10010862662
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Loans Growth and Banks’ Risk: New Evidence
Torres, Juan Sebastián Amador; José EDuardo Gómez G.; … - Banco de la Republica de Colombia - 2013
non-performing loans to total loans. We also show that abnormal credit growth played a fundamental role in the bank …
Persistent link: https://www.econbiz.de/10010660123