A Composite Indicator of Systemic Stress (CISS) for Colombia

The most recent global financial crisis (2008-2009) highlighted the importance of systemic risk and promoted academic interest to develop a wide set of warning indicators, which are mechanisms to identify systemically important institutions and global sys

Detalles Bibliográficos
Autores Principales: Cabrera-Rodríguez, Wilmar Alexander, Hurtado-Guarín, Jorge Luis, Morales, Miguel, Rojas-Bohórquez, Juan Sebastián
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2014
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/6113
id oai:RI-BanRep:20.500.12134-6113
recordtype dspace
spelling oai:RI-BanRep:20.500.12134-61132019-04-16T16:26:01Z A Composite Indicator of Systemic Stress (CISS) for Colombia Cabrera-Rodríguez, Wilmar Alexander Hurtado-Guarín, Jorge Luis Morales, Miguel Rojas-Bohórquez, Juan Sebastián C51 - Model Construction and Estimation G12 - Asset Pricing; Trading Volume; Bond Interest Rates G29 - Financial Institutions and Services: Other Systemic Risk Risk Indicators Financial Stability Early-Warning-Indicators Multivariate GARCH G29 - Instituciones y servicios financieros: Otros C51 - Construcción de modelos y estimación G12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos The most recent global financial crisis (2008-2009) highlighted the importance of systemic risk and promoted academic interest to develop a wide set of warning indicators, which are mechanisms to identify systemically important institutions and global sys 2014-06-13 2014-06-13 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/6113 http://hdl.handle.net/20.500.12134/6113 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 826 https://ideas.repec.org/p/bdr/borrec/826.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República
institution Repositorio Institucional del Banco de la República de Colombia
collection DSpace
language Español (Spanish)
topic C51 - Model Construction and Estimation
G12 - Asset Pricing; Trading Volume; Bond Interest Rates
G29 - Financial Institutions and Services: Other
Systemic Risk
Risk Indicators
Financial Stability
Early-Warning-Indicators
Multivariate GARCH
G29 - Instituciones y servicios financieros: Otros
C51 - Construcción de modelos y estimación
G12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos
spellingShingle C51 - Model Construction and Estimation
G12 - Asset Pricing; Trading Volume; Bond Interest Rates
G29 - Financial Institutions and Services: Other
Systemic Risk
Risk Indicators
Financial Stability
Early-Warning-Indicators
Multivariate GARCH
G29 - Instituciones y servicios financieros: Otros
C51 - Construcción de modelos y estimación
G12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos
Cabrera-Rodríguez, Wilmar Alexander
Hurtado-Guarín, Jorge Luis
Morales, Miguel
Rojas-Bohórquez, Juan Sebastián
A Composite Indicator of Systemic Stress (CISS) for Colombia
description The most recent global financial crisis (2008-2009) highlighted the importance of systemic risk and promoted academic interest to develop a wide set of warning indicators, which are mechanisms to identify systemically important institutions and global sys
format Documento de trabajo (Working Paper)
author Cabrera-Rodríguez, Wilmar Alexander
Hurtado-Guarín, Jorge Luis
Morales, Miguel
Rojas-Bohórquez, Juan Sebastián
author_facet Cabrera-Rodríguez, Wilmar Alexander
Hurtado-Guarín, Jorge Luis
Morales, Miguel
Rojas-Bohórquez, Juan Sebastián
author_sort Cabrera-Rodríguez, Wilmar Alexander
title A Composite Indicator of Systemic Stress (CISS) for Colombia
title_short A Composite Indicator of Systemic Stress (CISS) for Colombia
title_full A Composite Indicator of Systemic Stress (CISS) for Colombia
title_fullStr A Composite Indicator of Systemic Stress (CISS) for Colombia
title_full_unstemmed A Composite Indicator of Systemic Stress (CISS) for Colombia
title_sort composite indicator of systemic stress (ciss) for colombia
publisher Banco de la República
publishDate 2014
url http://repositorio.banrep.gov.co/handle/20.500.12134/6113
_version_ 1637307150400225280
score 11,396863