The Colombian banking sector - a contingent claims analysis
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References listed on IDEAS
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- Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
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- International Monetary Fund, 2009. "Mexico: Selected Issues," IMF Staff Country Reports 2009/054, International Monetary Fund.
- Wilmar Cabrera-Rodríguez & Santiago Segovia-Baquero & Juan Sebastián Mariño-Montaña & Eduardo Yanquen, 2019. "Probabilidad de incumplimiento de entidades financieras colombianas: una aproximación estructural," Borradores de Economia 1097, Banco de la Republica de Colombia.
- Mr. Marcos R Souto & Mr. Rodolphe Blavy, 2009. "Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector," IMF Working Papers 2009/109, International Monetary Fund.
- Mariana Laverde & Esteban Gómez & Miguel Ángel Morales Mosquera, 2011. "Measuring Systemic Risk in the Colombian Financial System: Systemic Contingent Claims Approach," Temas de Estabilidad Financiera 060, Banco de la Republica de Colombia.
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More about this item
Keywords
Coyuntura Económica; Análisis de Créditos Bancarios; Economía Colombiana; Sistemas Bancarios; Riesgo del Crédito; Crédito; Informes de Investigación;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
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