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
id oai:RI-BanRep:20.500.12134-5928
recordtype dspace
spelling 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