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Sectoral Balance Sheet Mismatches and Macroeconomic Vulnerabilities in Colombia, 1996-2003

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Author Info
Johannes Wiegand
Juan Manuel Lima
Enrique Montes
Carlos Varela

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Abstract

We employ an extended version of the Allen et al. (2002) Balance Sheet Approach to examine macroeconomic vulnerabilities in Colombia between 1996 and 2003, based on an unusually rich data set. We find that vulnerabilities existing prior to Colombia's 1999 recession-high levels of private debt, a large negative foreign currency position of the corporate sector, and banks' exposure to stretched households and companies-receded subsequently. New vulnerabilities emerged, however, especially the high level of public debt accumulated until end-2003, and growing exposure of the financial sector to the sovereign.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 06/5.

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Length: 34 pages
Date of creation: 19 Jan 2006
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Handle: RePEc:imf:imfwpa:06/5

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Keywords: Risk premium ; Colombia ; Data analysis ; Financial systems ; Public debt ;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Philip R. Gerson & Peter S. Heller & G. A. Mackenzie & Alfredo Cuevas, 2002. "Pension Reform and the Fiscal Policy Stance," IMF Working Papers 01/214, International Monetary Fund. [Downloadable!]
  2. Echeverry, Juan Carlos & Fergusson, Leopoldo & Steiner, Roberto & Aguilar, Camila, 2003. "'Dollar' debt in Colombian firms: are sinners punished during devaluations?," Emerging Markets Review, Elsevier, vol. 4(4), pages 417-449, December. [Downloadable!] (restricted)
  3. Brad Setser & Mark Allen & Christian Keller & Christoph B. Rosenberg & Nouriel Roubini, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 02/210, International Monetary Fund. [Downloadable!]
  4. José D. Uribe & Hernando Vargas, 2002. "Financial Reform, Crisis And Consolidation In Colombia," BORRADORES DE ECONOMIA 002724, BANCO DE LA REPÚBLICA. [Downloadable!]
  5. Brad Setser & Jens Nystedt & Brett E. House & Ioannis Halikias & Christian Keller & Alexander Pitt & Christoph B. Rosenberg, 2005. "Debt-Related Vulnerabilities and Financial Crises," IMF Occasional Papers 240, International Monetary Fund.
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