WP 2013-05: Stylized facts in the Peruvian Banking System
WP 2013-05: Stylized facts in the Peruvian Banking System
WP 2013-05: Stylized facts in the Peruvian Banking System
N°
WP 2013-05
Title
Stylized facts in the Peruvian Banking System
Original title
Hechos 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.