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
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oai:RI-BanRep:20.500.12134-59282019-04-16T16:24:41Z Credit cycles, credit risk and countercyclical loan provisions López-Piñeros, Martha Rosalba Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel E32 - Business Fluctuations; Cycles G18 - General Financial Markets: Government Policy and Regulation G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages E51 - Money Supply; Credit; Money Multipliers E60 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Ex ante credit risk Credit cycles Countercyclical provisioning Riesgo crediticio -- Colombia Crédito -- Incumplimiento -- Colombia Ciclos económicos -- Colombia Crédito -- Colombia E51 - Oferta monetaria; Crédito; Multiplicadores monetarios E32 - Fluctuaciones económicas; Ciclos E60 - Política macroeconómica, aspectos macroeconómicos de las finanzas públicas y perspectivas generales: Generalidades G18 - Mercados financieros en general: Política pública y regulación G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas 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 2013-11-05 2013-11-05 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/5928 http://hdl.handle.net/20.500.12134/5928 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 788 https://ideas.repec.org/p/bdr/borrec/788.html https://ideas.repec.org/p/col/000094/011092.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República |
institution |
Repositorio Institucional del Banco de la República de Colombia |
collection |
DSpace |
language |
Español (Spanish) |
topic |
E32 - Business Fluctuations; Cycles G18 - General Financial Markets: Government Policy and Regulation G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages E51 - Money Supply; Credit; Money Multipliers E60 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Ex ante credit risk Credit cycles Countercyclical provisioning Riesgo crediticio -- Colombia Crédito -- Incumplimiento -- Colombia Ciclos económicos -- Colombia Crédito -- Colombia E51 - Oferta monetaria; Crédito; Multiplicadores monetarios E32 - Fluctuaciones económicas; Ciclos E60 - Política macroeconómica, aspectos macroeconómicos de las finanzas públicas y perspectivas generales: Generalidades G18 - Mercados financieros en general: Política pública y regulación G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas |
spellingShingle |
E32 - Business Fluctuations; Cycles G18 - General Financial Markets: Government Policy and Regulation G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages E51 - Money Supply; Credit; Money Multipliers E60 - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Ex ante credit risk Credit cycles Countercyclical provisioning Riesgo crediticio -- Colombia Crédito -- Incumplimiento -- Colombia Ciclos económicos -- Colombia Crédito -- Colombia E51 - Oferta monetaria; Crédito; Multiplicadores monetarios E32 - Fluctuaciones económicas; Ciclos E60 - Política macroeconómica, aspectos macroeconómicos de las finanzas públicas y perspectivas generales: Generalidades G18 - Mercados financieros en general: Política pública y regulación G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas López-Piñeros, Martha Rosalba Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel Credit cycles, credit risk and countercyclical loan provisions |
description |
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 |
format |
Documento de trabajo (Working Paper) |
author |
López-Piñeros, Martha Rosalba Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel |
author_facet |
López-Piñeros, Martha Rosalba Tenjo-Galarza, Fernando Zárate-Solano, Hector Manuel |
author_sort |
López-Piñeros, Martha Rosalba |
title |
Credit cycles, credit risk and countercyclical loan provisions |
title_short |
Credit cycles, credit risk and countercyclical loan provisions |
title_full |
Credit cycles, credit risk and countercyclical loan provisions |
title_fullStr |
Credit cycles, credit risk and countercyclical loan provisions |
title_full_unstemmed |
Credit cycles, credit risk and countercyclical loan provisions |
title_sort |
credit cycles, credit risk and countercyclical loan provisions |
publisher |
Banco de la República |
publishDate |
2013 |
url |
http://repositorio.banrep.gov.co/handle/20.500.12134/5928 |
_version_ |
1637302842218774528 |
score |
12,131701 |