Credit Risk Stress Testing: An Exercise for Colombian Banks
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DOI: 10.32468/tef.73
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References listed on IDEAS
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- Jim Wong & Ka-fai Choi & Tom Fong, 2006. "A Framework for Stress Testing Bank's Credit Risk," Working Papers 0615, Hong Kong Monetary Authority.
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Cited by:
- Santiago Gamba & Oscar Jaulín & Angélica Lizarazo & Juan Carlos Mendoza & Paola Morales & Daniel Osorio & Eduardo Yanquen, 2017. "SYSMO I: A Systemic Stress Model for the Colombian Financial System," Borradores de Economia 1028, Banco de la Republica de Colombia.
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Keywords
Credit Risk Stress Testing: An Exercise for Colombian Banks;JEL classification:
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- D22 - Microeconomics - - Production and Organizations - - - Firm Behavior: Empirical Analysis
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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