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...
Autores Principales: | , , , , , , |
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Inglés (English) |
Publicado: |
Banco de la República de Colombia
2017
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Materias: | |
Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/6341 |