Sánchez-Quinto, Camilo Eduardo

We provide the first comprehensive analysis of the flow-performance relation in Colombian open-end investment funds. We employ a rich dataset containing weekly information at the fund level, including balance sheets, portfolio holdings, liquidity indicators, capital…

This special report analyzes the dynamics of Colombia´s real estate market and mortgage credit during the second half of 2024 and the first two months of 2025. It seeks to identify potential sources of vulnerability that may affect economic and financial stability. Specifically, it studies…

Este reporte presenta los resultados de la Encuesta trimestral sobre la situación del crédito en Colombia con corte a diciembre de 2024, en la que participan los establecimientos de crédito (EC) que otorgan préstamos: bancos, compañías de financiamiento (CFC) y cooperativas financieras (…

This special report analyzes the dynamics of the real estate market and mortgage credit portfolio in Colombia for 2024, with the purpose of identifying potential vulnerability sources that could affect economic and financial stability. In particular, it studies the performance of variables…

This special report analyzes the behavior of credit institutions (CIs) and their exposition to credit risk with the latest available information to continue with the monitoring of loans delinquency. According to the analysis presented, as of September 2023, credit continued with the slowdown…

This special report analyzes the dynamics of Colombia's real estate market and mortgage credit, identifying potential sources of risk that could affect economic and financial stability. Specifically, it examines variables associated with the housing sector, its financing, levels of supply and…

The purpose of this report is to measure the volatility transmission among the stock and the public and private debt markets to identify whether a market was a generator or receiver of volatility at a given point in time. Subsequently, the three markets’ overnight value-at-risk (VaR) is…

In a macroeconomic context of high inflation and high interest rates, demand for new housing units has weakened while supply has shown slight signs of recovery. This has reduced the pressures on new housing prices that have been reported in previous editions of this report. When considering a…

This report analyzes the credit risk exposure and performance of credit institutions as of March 2022. With the recovery of economic activity, portfolio quality indicators continued to improve. The loan portfolio also grew at an accelerated rate. The Financial Stability Report for the first half…

The purpose of this report is to measure the volatility transmission among the stock and the public and private debt markets to identify whether a market was a generator or receiver of volatility at a given point in time. Subsequently, the three markets’ overnight value-at-risk (VaR) is…

This special report analyzes the combined dynamics of the real estate market in Colombia and its credit portfolio to identify potential sources of risk that could affect economic and financial stability. In particular, the behavior of variables associated with the price of real estate, its…

This Special Report analyzes the performance of the real estate market and housing credit in Colombia and identifies potential sources of risk in the expected economic recovery scenario. To this end, it studies the dynamics of supply, demand, and price indicators. The results suggest that the…

The purpose of this report is to analyze market risk considering a materialization of the conditions described in the 2021-I Financial Stability Report. For this purpose, the volatility transmission among the stock and the public and private debt markets is measured to identify whether a market…

This Special Report analyzes the performance of housing credit and the real estate market, identifying potential risk sources in a scenario marked by the Covid-19 crisis. To this end, the dynamics of the supply, demand, and price indicators for the residential housing segment are studied. In…