Colombia: Selected Issues
Volume/Issue:
Volume 2009
Issue 024
Publication date: January 2009
ISBN: 9781451808964
$20.00
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Topics covered in this book
This title contains information about the following subjects.
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Banks and Banking , Exports and Imports , Public Finance , ISCR , CR , capital control , firm , asset , financing condition , fiscal policy response , Banco de la República , capital flow , Capital controls , Corporate sector , Exchange rates , Commercial banks , Global
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Summary
This Selected Issues paper uses contingent claims analysis (CCA) to assess risks to the Colombian banking sector. The CCA approach is based on the estimation of the default probability by an entity on its obligations, and is widely used by rating agencies to assess creditworthiness in the corporate sector. The paper also estimates the effects of changes in selected macroeconomic and financial variables on default probabilities for a sample of Colombian banks. The sample includes five banks for which market-based default probabilities are available.
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