A Composite Indicator of Systemic Stress (CISS) for Colombia

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Borradores de Economía; No. 826

Date published

2014-06-13

Date

2014-06-13

Authors

Cabrera-Rodríguez, Wilmar Alexander
Hurtado-Guarín, Jorge Luis
Morales, Miguel
Rojas-Bohórquez, Juan Sebastián

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ISSN

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

The most recent global financial crisis (2008-2009) highlighted the importance of systemic risk and promoted academic interest to develop a wide set of warning indicators, which are mechanisms to identify systemically important institutions and global sys

Description

JEL Codes

G29 - Financial Institutions and Services: Other

Temática

Keywords

Keywords

Systemic Risk , Risk Indicators , Financial Stability , Early-Warning-Indicators , Multivariate GARCH

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/6113
 https://hdl.handle.net/20.500.12134/6113
 https://ideas.repec.org/p/bdr/borrec/826.html
 https://doi.org/10.32468/be.826

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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