Estimation of conditional time-homogeneous credit quality transition matrices for commercial banks in Colombia
This paper presents an estimation of credit quality transition matrices for commercial banks in Colombia, using a duration hazard function model, and following the methodology proposed by Gómez-González et al (2009). Using a test developed by Weißbach et
Autores Principales: | , |
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Banco de la República
2009
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Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/5577 |