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Colombia Selected Issues

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...

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Bibliographic Details
Corporate Author: International Monetary Fund
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2009
Series:IMF Staff Country Reports
Subjects:
Depository Institutions
Commercial Banks
Banks
Banks And Banking
Financial Institutions
Ownership & Organization Of Enterprises
Micro Finance Institutions
Fiscal Policy
Balance Of Payments
Long-term Capital Movements
Corporate Finance And Governance: General
Currency
Exports And Imports
Mortgages
International Economics
Economic Sectors
Corporate Finance
Business Enterprises
Corporate Sector
Foreign Exchange
Capital Flows
Capital Controls
Macroeconomics
Banking
Capital Movements
Exchange Rates
Public Finance
International Investment
Colombia
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
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
Physical Description:70 pages
ISBN:9781451808964

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