Un enfoque de riesgo de mercado para el análisis del riesgo de liquidez

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dc.audiencePolicymakerseng
dc.audienceResearcherseng
dc.audienceStudentseng
dc.coverage.sucursalBogotáspa
dc.creatorOsorio-Rodríguez, Daniel Esteban
dc.creatorEstrada, Dairo Ayiber
dc.date.accessioned2006-03-01T08:30:10Zeng
dc.date.available2015-12-06T08:30:10Zspa
dc.date.available2015-12-14T08:30:10Zspa
dc.date.available2017-10-24T08:30:10Zspa
dc.date.created2006-03-01spa
dc.date.issued2006-03eng
dc.descriptionEstudio de la posibilidad del riesgo de liquidez que enfrentan los intermediarios financieros, lo cual puede convertirse en riesgo sistémico y eventual en crisis financieras cuando los bancos con problemas de liquidez perturban el funcionamiento normal de los mercados en los que concurren.spa
dc.description.abstractA financial crisis usually is due to the emergence of one or more risks to the financial system at a particular point in time. The costs to the economy affected by a crisis are high, which is why financial system stability is of constant concern to economic authorities, including the central banks. According to Sir Andrew Large (2005), Deputy Governor of the Bank of England, this concern should translate into a profound analysis of those risks, the idea being to monitor their course in the interest of preserving financial stability. Nonetheless, any such analysis depends essentially on what is known about the origins of the risks at hand and, more importantly, the underlying forces that might result in a situation were a risk to a particular institution becomes a problem for the financial system as a whole.eng
dc.format.extent14 páginas : ilustraciones, gráficasspa
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/2071spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/2071spa
dc.language.isospaspa
dc.publisherBanco de la República de Colombiaspa
dc.relation.doihttps://doi.org/10.32468/tef.15spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesTemas de Estabilidad Financieraspa
dc.relation.isversionofTemas de Estabilidad Financiera ; No. 15spa
dc.relation.numbertef 15eng
dc.relation.repechttps://ideas.repec.org/p/bdr/temest/015.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.bibliographicCitationFreixas, X., Parigi, B. and J. Rochet [2000]. Systemic risk, interbank relations and liquidity provision by the central bank. Journal of Money, Credit and Banking 32, No. 3, Part 2, Aug. 2000, pp. 611-638.spa
dc.source.bibliographicCitationPlantin, G.; Sapra, H.; Shin, H. (2005). “Marking to Market, Liquidity and Financial Stability”, Monetary and Economic Studies, octubre pp.133-155.spa
dc.source.bibliographicCitationVargas, Hernando; Departamento de Estabilidad Financiera (2006). “El riesgo de mercado de la deuda pública: ¿una restricción a la política monetaria? El caso colombiano”, en Borradores de Economía, Banco de la República, No. 382.spa
dc.source.handleRepecRePEc:bdr:temest:015spa
dc.subjectRiesgospa
dc.subjectBancosspa
dc.subjectMercado bancariospa
dc.subjectMétodos de simulaciónspa
dc.subjectColombiaspa
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgageseng
dc.subject.jelG29 - Financial Institutions and Services: Othereng
dc.subject.jelD81 - Criteria for Decision-Making under Risk and Uncertaintyeng
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecasspa
dc.subject.jelspaG29 - Instituciones y servicios financieros: Otrosspa
dc.subject.jelspaD81 - Criterios para la toma de decisiones con riesgo e incertidumbrespa
dc.subject.keywordRiskeng
dc.subject.keywordBankseng
dc.subject.keywordBanking marketeng
dc.subject.keywordSimulation methodseng
dc.subject.keywordColombiaeng
dc.subject.lembLiquidez bancaria -- Evaluaciónspa
dc.subject.lembRiesgo bancario -- Evaluaciónspa
dc.titleUn enfoque de riesgo de mercado para el análisis del riesgo de liquidezspa
dc.title.alternativeA market-risk approach to liquidity risk analysisspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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