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, Miguel
Cely, Jorge
León-Rincón, Carlos Eduardo

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ISBN

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.

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

Temática

Keywords

Keywords

Early warning indicators , Interbank markets , Market discipline , Bank risk

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/6228
 https://hdl.handle.net/20.500.12134/6228
 https://ideas.repec.org/p/bdr/borrec/917.html
 https://doi.org/10.32468/be.917

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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