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dc.creatorGonzález-Uribe, Juanita
dc.creatorOsorio-Rodríguez, Daniel Esteban
dc.date.created2006-09-01
dc.date.issued2006-09
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/2076
dc.descriptionSe presenta una propuesta de medición, monitoreo y regulación del riesgo de liquidez el sistema financiero colombiano
dc.description.abstractThe importance of properly monitoring and regulating liquidity risk is associated with systemic risk and with stability of the financial system. If institutions do not measure liquidity risk adequately and if it is not well regulated, financial institutions could see their positions affected by a liquidity shock. Before designing a regulatory scheme, an operational definition of liquidity risk must be established. Literature offers two complementary definitions of liquidity risk. The first is associated with a bank’s inability to honor its obligations on time, because it does not have the liquid resources to do so (Basel Committee on Banking Supervision, 2000). According to this definition, the structure of the bank balance sheet is divided into short-term and long-term assets and liabilities. When an institution does not have the liquid assets to meet current and maturing obligations, the liquidity risk is high. This “liquidity shortage” must be covered, either by liquidating a portion of the liquid portfolio, or by substituting liquid liabilities with other longer term liabilities.
dc.format.extent9 páginas
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República de Colombia
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesTemas de Estabilidad Financiera
dc.relation.isversionofTemas de Estabilidad Financiera ; No. 18
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.subjectBancos
dc.subjectInstituciones financieras
dc.subjectMecanismos
dc.subjectRiesgo
dc.subjectLiquidez
dc.subjectColombia
dc.titleUna propuesta para la medición, monitoreo y regulación del riesgo de liquidez en Colombia
dc.title.alternativeLiquidity-risk measurement, monitoring and regulation proposal for Colombia
dc.typeWorking Paper
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.jelG29 - Financial Institutions and Services: Other
dc.subject.jelD81 - Criteria for Decision-Making under Risk and Uncertainty
dc.audiencePolicymakers
dc.audienceResearchers
dc.audienceStudents
dc.audienceTeachers
dc.subject.keywordBanks
dc.subject.keywordFinancial institutions
dc.subject.keywordMechanisms
dc.subject.keywordRisk
dc.subject.keywordLiquidity
dc.subject.keywordColombia
dc.subject.lembLiquidez bancaria -- Mediciones -- Metodología
dc.subject.lembRiesgo bancario -- Colombia
dc.subject.lembLiquidez bancaria -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.subject.jelspaG29 - Instituciones y servicios financieros: Otros
dc.subject.jelspaD81 - Criterios para la toma de decisiones con riesgo e incertidumbre
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.source.bibliographicCitationAllen, F.; Gale, D. (2002) “Liquidity, Asset Prices and Systemic Risk”, proceedings of the Third Joint Central Bank Research Conference on Risk Measurement and Systemic Risk, Committee on the Global Financial System, Bank for International Settlements.
dc.source.bibliographicCitationBangia, A.; Diebold, F.; Schuermann, T.; Stroughair, J. D. (1998) “Modelling Liquidity Risk”, working paper núm. 99-06, Center for Financial Institutions, Wharton School of Management.
dc.source.bibliographicCitationMuranaga, J.; Ohsawa, M. (1997) “Measurement of Liquidity Risk in the Context of Market Risk Calculation” (mimeo), Institute for Monetary and Economic Studies, Bank of Japan.
dc.relation.doihttps://doi.org/10.32468/tef.18
dc.rights.disclaimerLas 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.
dc.relation.repechttps://ideas.repec.org/p/bdr/temest/018.html
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/2076
dc.source.handleRepecRePEc:bdr:temest:018


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