A market risk approach to liquidity risk and financial contagion
According to traditional literature, liquidity risk in individual banks can turn into a system-wide financial crisis when either interbank credit exposures or bank runs are present. This paper shows that this phenomenon can also arise when individual liqu
Autores Principales: | Estrada, Dairo Ayiber, Osorio-Rodríguez, Daniel Esteban |
---|---|
Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Banco de la República
2006
|
Materias: | |
Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/5402 |
Ejemplares similares
-
A market risk approach to liquidity risk and financial contagion
por: Estrada, Dairo Ayiber, et al.
Publicado: (2006) -
La estructura del mercado interbancario y del riesgo de contagio en Colombia
por: Estrada, Dairo Ayiber, et al.
Publicado: (2008) -
Short-term liquidity contagion in the interbank market
por: León-Rincón, Carlos Eduardo, et al.
Publicado: (2015) -
Probabilidad de incumplimiento de entidades financieras colombianas: una aproximación estructural
por: Cabrera-Rodríguez, Wilmar Alexander, et al.
Publicado: (2019) -
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s
por: Gómez-González, José Eduardo, et al.
Publicado: (2006)