Home

WP 2013-05: Stylized facts in the Peruvian Banking System

WP 2013-05
TitleStylized facts in the Peruvian Banking System
Original titleHechos Estilizados del Sistema Bancario Peruano
Author(s) Freddy Espino
Language Spanish
Date 2013/04/30
Abstract

The paper identifies the statistical association between a group of variables describing the banking system and a set of macroeconomic variables. Also, the paper explains the statistical features of the main financial indicators at the level of banks and the links between them. We gather evidence about basic factors that have to be taken into account in the building of forecasting models and stress testing exercises. The results help to set basic patterns about what is useful to model banking system at the aggregate and disaggregate levels.

Download link Download WP: Stylized facts in the Peruvian Banking System

Follow us

Jobs and Internships opportunities

Parts Desk

Opening hours:

Monday to Friday: 9:00 am - 4:30 pm

Virtual Front Desk

mesadepartesvirtual@bcrp.gob.pe

(PDF format, maximum 15 MB)