A Composite Indicator of Systemic Stress (CISS) for Colombia

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Borradores de Economía; No. 826
Date published
2014-06-13
Author
Cabrera-Rodríguez, Wilmar Alexander
Hurtado-Guarín, Jorge Luis
Morales, Miguel
Rojas-Bohórquez, Juan Sebastián
Document language
spa
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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.
Abstract
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
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http://repositorio.banrep.gov.co/handle/20.500.12134/6113
http://hdl.handle.net/20.500.12134/6113
https://ideas.repec.org/p/bdr/borrec/826.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit