Credit cycles, credit risk and countercyclical loan provisions

In this paper we investigate the impact of rapid credit growth on ex ante credit risk. We present micro-econometric evidence of the positive relationship between rapid credit growth and deterioration in lending portfolios: Loans granted during boom period

Detalles Bibliográficos
Autores Principales: López-Piñeros, Martha Rosalba, Tenjo-Galarza, Fernando, Zárate-Solano, Hector Manuel
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2013
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5928