Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : An Application to Ecuador /
We propose a stress testing framework of credit risk, which analyzes macro-financial linkages, generates consistent forecasts of macro-financial variables, and projects non-performing loans (NPL) on the basis of such forecasts. Economic contractions are generally associated with increases in NPL. Ho...
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| Altres autors: | , |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2016.
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| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2016/236 |
| Accés en línia: | Full text available on IMF |