Measuring Solvency Risk Using Flexible Distributions: An Analysis for the Colombian Banking System
Author:
Affiliation:
1. Department of Finance, Faculty of Economic and Administrative Sciences, Instituto Tecnológico Metropolitano (ITM), Medellin, Colombia
2. School of Finance, Economics, and Government, Universidad EAFIT, Medellin, Colombia
Funder
Instituto Tecnologico Metropolitano
Universidad EAFIT
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10978526.2024.2346522
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4. Banco de la República (2023). Reporte de Estabilidad Financiera: 2023-I. https://www.banrep.gov.co/es/publicaciones-investigaciones/reporte-estabilidad-financiera/segundo-semestre-2023
5. Barton D. E. & Dennis K. E. (1952). The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal. Biometrika 39(3/4) 425–427.
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