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Daniel Osorio-Rodriguez

Personal Details

First Name:Daniel
Middle Name:
Last Name:Osorio-Rodriguez
Suffix:
RePEc Short-ID:pos134

Affiliation

Banco de la Republica de Colombia

Bogotá, Colombia
http://www.banrep.gov.co/
RePEc:edi:brcgvco (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Paola Morales & Daniel Osorio-Rodríguez & Juan S. Lemus-Esquivel & Miguel Sarmiento, 2021. "The internationalization of domestic banks and the credit channel of monetary policy," Borradores de Economia 1181, Banco de la Republica de Colombia.
  2. Santiago Gamba & Oscar Jaulín & Angélica Lizarazo & Juan Carlos Mendoza & Paola Morales & Daniel Osorio & Eduardo Yanquen, 2017. "SYSMO I: A Systemic Stress Model for the Colombian Financial System," Borradores de Economia 1028, Banco de la Republica de Colombia.
  3. Juanita González Uribe & Daniel Osorio Rodríguez, 2007. "El valor en riesgo ajustado por liquidez en Colombia," Temas de Estabilidad Financiera 025, Banco de la Republica de Colombia.
  4. Agustín Saade Ospina & Daniel Osorio Rodríguez & Dairo Estrada, 2006. "Un enfoque de equilibrio general para el análisis de la estabilidad financiera en Colombia," Temas de Estabilidad Financiera 017, Banco de la Republica de Colombia.
  5. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach To Liquidity Risk And Financial Contagion," BORRADORES DE ECONOMIA 001921, BANCO DE LA REPÚBLICA.
  6. Daniel Osorio Rodríguez & Dairo Estrada, 2006. "Un enfoque de riesgo de mercado para el análisis del riesgo de liquidez," Temas de Estabilidad Financiera 015, Banco de la Republica de Colombia.
  7. Juanita González Uribe & Daniel Osorio Rodríguez, 2006. "Una propuesta para la medición, monitoreo y regulación del riesgo de liquidez en Colombia," Temas de Estabilidad Financiera 018, Banco de la Republica de Colombia.
  8. Daniel Esteban Osorio Rodríguez & Mauricio Avella Gómez, 2005. "The Ciclical Behavior Of External Indebtedness: The Case Of Foreign And Domestic Banks In Colombia," BORRADORES DE ECONOMIA 003571, BANCO DE LA REPÚBLICA.

Articles

  1. Joaquín Bernal-Ramírez & Jair Ojeda-Joya & Camila Agudelo-Rivera & Felipe Clavijo-Ramírez & Carolina Durana-Ángel & Clark Granger-Castaño & Daniel Osorio-Rodríguez & Daniel Parra-Amado & José Pulido &, 2022. "Impacto macroeconómico del cambio climático en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 102, pages 1-62, July.
  2. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
  3. Juanita González Uribe & Daniel Esteban Osorio Rodríguez, 2007. "Una propuesta para la medición, seguimiento y regulación del riesgo de liquidez en Colombia," Boletín, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 77-82, Abril-jun.
  4. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 24(50), pages 242-271, June.

Books

  1. Daniel Esteban Osorio Rodríguez, 2008. "Riesgo de fondeo, riesgo de liquidez y relación de solvencia en un modelo de espirales de liquidez," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2008, July-Dece.
  2. Daniel Esteban Osorio Rodríguez, 2008. "Funding Risk, Liquidity Risk and the Solvency Ratio in a Liquidity Spiral Model," Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA, number prg2008eng, July-Dece.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Santiago Gamba & Oscar Jaulín & Angélica Lizarazo & Juan Carlos Mendoza & Paola Morales & Daniel Osorio & Eduardo Yanquen, 2017. "SYSMO I: A Systemic Stress Model for the Colombian Financial System," Borradores de Economia 1028, Banco de la Republica de Colombia.

    Cited by:

    1. Bank for International Settlements, 2020. "Stress testing in Latin America: A comparison of approaches and methodologies," BIS Papers, Bank for International Settlements, number 108, December.

  2. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach To Liquidity Risk And Financial Contagion," BORRADORES DE ECONOMIA 001921, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 32(73), pages 17-35, July.
    2. Orlando Rivera-Escobar & John Willmer Escobar & Diego Fernando Manotas, 2022. "Measurement of Systemic Risk in the Colombian Banking Sector," Risks, MDPI, vol. 10(1), pages 1-27, January.
    3. Wilmar Cabrera & Adriana María Corredor-Waldron & Carlos Quicazán, 2012. "Requerimientos Macroprudenciales de capital y riesgo sistémico: Una aplicación para Colombia," Temas de Estabilidad Financiera 074, Banco de la Republica de Colombia.

Articles

  1. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.

    Cited by:

    1. Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
    2. Charles A. E. Goodhart & Dimitrios P. Tsomocos, 2011. "The Role of Default in Macroeconomics," IMES Discussion Paper Series 11-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
    3. Oscar Valencia & Daniel Osorio & Pablo Garay, 2016. "The Role of Capital Requirements and Credit Composition in the Transmission of Macroeconomic and Financial Shocks," Borradores de Economia 954, Banco de la Republica de Colombia.
    4. Conrad F. J. Beyers & Allan Freitas & Kojo A. Essel-Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2020. "A computable general equilibrium model for banking sector risk assessment in South Africa," Annals of Finance, Springer, vol. 16(2), pages 195-218, June.
    5. Charles Goodhart & Dimitrios Tsomocos, 2007. "Financial stability: theory and applications," Annals of Finance, Springer, vol. 3(1), pages 1-4, January.
    6. Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013. "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, vol. 9(3), pages 519-541, August.
    7. Ondřej Machek & Luboš Smrčka, 2015. "An updated Model of Financial Fragility based on General Equilibrium Analysis [Aktualizace modelu finanční křehkosti založeného na analýze všeobecné rovnováhy]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(4), pages 23-42.
    8. Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
    9. Ondřej Machek & Luboš Smrčka & Jiří Hnilica & Markéta Arltová & Dimitrios P. Tsomocos, 2014. "Analýza všeobecné rovnováhy pro český finanční trh a model finanční křehkosti [General Equilibrium Analysis of the Czech Financial Market and a Financial Fragility Model]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(4), pages 437-458.

  2. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 24(50), pages 242-271, June.
    See citations under working paper version above.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (1) 2021-11-29
  2. NEP-CBA: Central Banking (1) 2017-12-03
  3. NEP-FMK: Financial Markets (1) 2005-08-20
  4. NEP-MON: Monetary Economics (1) 2021-11-29
  5. NEP-RMG: Risk Management (1) 2017-12-03

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