SYSMO I : a systemic stress model for the colombian financial system

This paper presents the first version of SYSMO, the analytical framework employed by the Financial Stability Department at the Banco de la República (the Central Bank of Colombia) to perform its biannual, top-down, stress testing exercise. The framework comprises: (i) a module to produce internally...

Descripción completa

Detalles Bibliográficos
Autores Principales: Gamba-Santamaría, Santiago, Jaulín-Méndez, Oscar Fernando, Lizarazo-Cuellar, Angélica María, Mendoza-Gutiérrez, Juan Carlos, Morales-Acevedo, Paola, Osorio-Rodríguez, Daniel Esteban, Yanquen, Eduardo
Formato: Documento de trabajo (Working Paper)
Lenguaje:Inglés (English)
Publicado: Banco de la República de Colombia 2017
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/6341