Andres Sanger T. - In: Revista de Analisis Economico – Economic Analysis Review 27 (2012) 1, pp. 27-54
This paper proposes the inflow into non-performing loans (INPL) ratio, defined as the change in the stock of non-performing loans adjusted by write-offs and standardized by loans, as the main measure to be used for modelling the credit risk of the Chilean banking system. In particular, the paper...