Mostrar el registro sencillo del documento
Una propuesta para la medición, monitoreo y regulación del riesgo de liquidez en Colombia
dc.creator | González-Uribe, Juanita |
dc.creator | Osorio-Rodríguez, Daniel Esteban |
dc.date.created | 2006-09-01 |
dc.date.issued | 2006-09 |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/2076 |
dc.description | Se presenta una propuesta de medición, monitoreo y regulación del riesgo de liquidez el sistema financiero colombiano |
dc.description.abstract | The 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.extent | 9 páginas |
dc.format.mimetype | |
dc.language.iso | spa |
dc.publisher | Banco de la República de Colombia |
dc.relation.ispartof | Documentos de Trabajo |
dc.relation.ispartofseries | Temas de Estabilidad Financiera |
dc.relation.isversionof | Temas de Estabilidad Financiera ; No. 18 |
dc.rights.accessRights | Open Access |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ |
dc.subject | Bancos |
dc.subject | Instituciones financieras |
dc.subject | Mecanismos |
dc.subject | Riesgo |
dc.subject | Liquidez |
dc.subject | Colombia |
dc.title | Una propuesta para la medición, monitoreo y regulación del riesgo de liquidez en Colombia |
dc.title.alternative | Liquidity-risk measurement, monitoring and regulation proposal for Colombia |
dc.type | Working Paper |
dc.subject.jel | G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages |
dc.subject.jel | G29 - Financial Institutions and Services: Other |
dc.subject.jel | D81 - Criteria for Decision-Making under Risk and Uncertainty |
dc.audience | Policymakers |
dc.audience | Researchers |
dc.audience | Students |
dc.audience | Teachers |
dc.subject.keyword | Banks |
dc.subject.keyword | Financial institutions |
dc.subject.keyword | Mechanisms |
dc.subject.keyword | Risk |
dc.subject.keyword | Liquidity |
dc.subject.keyword | Colombia |
dc.subject.lemb | Liquidez bancaria -- Mediciones -- Metodología |
dc.subject.lemb | Riesgo bancario -- Colombia |
dc.subject.lemb | Liquidez bancaria -- Colombia |
dc.type.spa | Documentos de trabajo |
dc.rights.spa | Acceso abierto |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 |
dc.subject.jelspa | G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas |
dc.subject.jelspa | G29 - Instituciones y servicios financieros: Otros |
dc.subject.jelspa | D81 - Criterios para la toma de decisiones con riesgo e incertidumbre |
dc.type.hasversion | Published Version |
dc.coverage.sucursal | Bogotá |
dc.source.bibliographicCitation | Allen, 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.bibliographicCitation | Bangia, 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.bibliographicCitation | Muranaga, 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.doi | https://doi.org/10.32468/tef.18 |
dc.rights.disclaimer | 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. |
dc.relation.repec | https://ideas.repec.org/p/bdr/temest/018.html |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/2076 |
dc.source.handleRepec | RePEc:bdr:temest:018 |
Archivos en el documento
Este documento aparece en la(s) siguiente(s) colección(ones)
Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito