This document presents a stress testing model designed to assess, from a forward-looking perspective, the financial vulnerability of non-financial corporations in Colombia. This tool is used by the Financial Stability Department of Banco de la República (the Central Bank…
Cuesta-Mora, Diego Fernando
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- Publicación |Approach
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This special report analyzes credit risk exposure and performance among credit institutions (CIs) using the latest available data, aiming to continue with the detailed monitoring of the evolution of delinquency. It complements the analysis presented in the…
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After the 2008 fnancial crisis, the U.S. Federal Reserve (Fed) drove the benchmark interest rate to historically low levels that became more pronounced in the wake of the covid-19 pandemic. At the same time, starting in March 2020 several measures to provide the market with liquidity were…
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This report analyzes the credit risk exposure and performance of credit institutions as of September 2022. In line with the sustained economic recovery observed so far this year, commercial loans, consumer loans, and microcredits show high growth rates above their historical levels. In turn, the…
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This report analyzes the level of concentration in the credit and deposit markets, given the importance of this aspect in credit and liquidity risks. Likewise, it presents an additional analysis to determine the degree of competition among financial intermediaries in the credit market..
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This report analyzes the main financial indicators for Central America, Panama, the Dominican Republic, and some South American countries, along with Mexico. The report assesses the behavior of the gross portfolio, risk management, efficiency, ex-post net interest margin, and ROA between June…
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A relevant part of the liquidity management of financial institutions in Colombia is made through transactions in the money market, both collateralized and uncollateralized. The collateralized market includes transactions such as repo, simultaneous, temporary transfer of securities (TTV in…
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A relevant part of the liquidity management of financial institutions in Colombia is made through transactions in the money market, both collateralized and uncollateralized. The collateralized market includes transactions as repo, simultaneous, temporary transfer of securities (TTV in Spanish),…
