Monitoring the unsecured interbank funds market
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Borradores de Economía; No. 917
Date published
2015-11-30
Date
2015-11-30
Authors
Sarmiento-Paipilla, Néstor Miguel
Cely-Fernández, Jorge Humberto
León-Rincón, Carlos Eduardo
Cely-Fernández, Jorge Humberto
León-Rincón, Carlos Eduardo
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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.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
Abstract
A core goal of regulators and financial authorities is to understand how market prices convey information on the financial health of its participants. From this viewpoint we build an Early-Warning Indicators System (EWIS) that allows for identifying those
Description
JEL Codes
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
E40 - Money and Interest Rates: General
G14 - Information and Market Efficiency; Event Studies; Insider Trading
E40 - Money and Interest Rates: General
G14 - Information and Market Efficiency; Event Studies; Insider Trading
Temática
Keywords
Indicadores de alerta temprana, Riesgo bancario, Disciplina de mercado, Mercados interbancarios
Keywords
Early warning indicators, Interbank markets, Market discipline, Bank risk
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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