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Carlos Eduardo León

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Personal Details

First Name:Carlos
Middle Name:Eduardo
Last Name:León
Suffix:
RePEc Short-ID:ple368
Email:
Homepage:
Postal Address:
Phone:+5713430731
Location: Bogotá, Colombia
Homepage: http://www.banrep.gov.co/
Email:
Phone: (57-1) 3431111
Fax: (571) 286-5936
Postal: Carrera 7 No. 14-78, Bogotá
Handle: RePEc:edi:brcgvco (more details at EDIRC)
Location: Tilburg, Netherlands
Homepage: http://center.uvt.nl/
Email:
Phone: 31 13 4663050
Fax: 31 13 4663066
Postal: P.O. Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:cekubnl (more details at EDIRC)
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  1. Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 881, Banco de la Republica de Colombia.
  2. Jhonatan Pérez & Carlos León & Ricardo Mariño, 2015. "Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes," BORRADORES DE ECONOMIA 012583, BANCO DE LA REPÚBLICA.
  3. León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying interbank loans, rates, and claims networks from transactional data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
  4. Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," BORRADORES DE ECONOMIA 012716, BANCO DE LA REPÚBLICA.
  5. León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying interbank loans, rates, and claims networks from transactional data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
  6. Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," BORRADORES DE ECONOMIA 012036, BANCO DE LA REPÚBLICA.
  7. Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," BORRADORES DE ECONOMIA 011187, BANCO DE LA REPÚBLICA.
  8. Carlos León, 2014. "Scale-free tails in Colombian financial indexes: A primer," Borradores de Economia 812, Banco de la Republica de Colombia.
  9. Constanza Martínez & Carlos León, 2014. "The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?," Borradores de Economia 803, Banco de la Republica de Colombia.
  10. Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," BORRADORES DE ECONOMIA 012254, BANCO DE LA REPÚBLICA.
  11. Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013. "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 766, Banco de la Republica de Colombia.
  12. Carlos Eduardo León Rincón & Jhonatan Pérez Villalobos, 2013. "El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas," BORRADORES DE ECONOMIA 010744, BANCO DE LA REPÚBLICA.
  13. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia 800, Banco de la Republica de Colombia.
  14. Carlos Eduardo León Rincón & Jhonatan Pérez Villalobos, 2013. "Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures," Borradores de Economia 754, Banco de la Republica de Colombia.
  15. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
  16. Carlos León, 2012. "Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia 703, Banco de la Republica de Colombia.
  17. Carlos León, 2012. "Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints," Borradores de Economia 743, Banco de la Republica de Colombia.
  18. Carlos León & Karen Leiton & Alejandro Reveiz, 2012. "Investment horizon dependent CAPM: Adjusting beta for long-term dependence," Borradores de Economia 730, Banco de la Republica de Colombia.
  19. Carlos León & Andrés Murcia, 2012. "Systemic Importance Index for financial institutions: A Principal Component Analysis approach," Borradores de Economia 741, Banco de la Republica de Colombia.
  20. Carlos León & Daniel vela, 2011. "Foreign reserves´ strategic asset allocation," BORRADORES DE ECONOMIA 008186, BANCO DE LA REPÚBLICA.
  21. Carlos León Rincón & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," BORRADORES DE ECONOMIA 008277, BANCO DE LA REPÚBLICA.
  22. Carlos Eduardo León Rincón & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," BORRADORES DE ECONOMIA 007487, BANCO DE LA REPÚBLICA.
  23. José Eduardo Gómez González & Carlos Eduardo León Rincón & Karen Julieth Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?," BORRADORES DE ECONOMIA 005514, BANCO DE LA REPÚBLICA.
  24. Alejandro Reveiz & Carlos Léon, 2009. "Operational Risk Management using a Fuzzy Logic Inference System," BORRADORES DE ECONOMIA 005841, BANCO DE LA REPÚBLICA.
  25. Carlos León, 2009. "Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos," BORRADORES DE ECONOMIA 005738, BANCO DE LA REPÚBLICA.
  26. Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," BORRADORES DE ECONOMIA 005387, BANCO DE LA REPÚBLICA.
  27. Carlos León & Juan Mario Laserna, 2008. "Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo," BORRADORES DE ECONOMIA 004970, BANCO DE LA REPÚBLICA.
  28. Carlos Eduardo León Rincón & Alejandro Reveiz Herault, 2008. "La dolarización financiera:Experiencia internacional y perspectivas para Colombia," BORRADORES DE ECONOMIA 004510, BANCO DE LA REPÚBLICA.
  29. Alejandro Reveiz Herault & Carlos Eduardo León Rincón, 2008. "Índice representativo del mercado de deuda pública interna: IDXTES," BORRADORES DE ECONOMIA 004522, BANCO DE LA REPÚBLICA.
  30. Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," BORRADORES DE ECONOMIA 004598, BANCO DE LA REPÚBLICA.
  31. Alejandro Reveiz & Carlos Eduardo León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," BORRADORES DE ECONOMIA 004732, BANCO DE LA REPÚBLICA.
  32. Clara Lía Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge cely, . "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 627, Banco de la Republica de Colombia.
  33. Carlos León & Francisco Vivas, . "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia 603, Banco de la Republica de Colombia.
  34. Carlos Léon & Clara Machado & Freddy Cepeda & Miguel Sarmiento, . "Too-connected-to-fail Institutions and Payments System’s Stability: Assessing Challenges for Financial Authorities," Borradores de Economia 644, Banco de la Republica de Colombia.
  35. Carlos León & Clara Machado, . "Designing an expert knowledge-based Systemic Importance Index for financial institutions," Borradores de Economia 669, Banco de la Republica de Colombia.
  36. Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, . "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 507, Banco de la Republica de Colombia.
  1. León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.
  2. Carlos León & Jhonatan Pérez, 2014. "Caracterización y comparación del mercado OTC de valores en Colombia," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 16(31), pages 223-250, July-Dece.
  3. León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
  4. José Eduardo Gómez-González & Carlos Eduardo León Rincón & Karen Juliet Gómez-González, 2012. "Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(4), pages 50-66, July.
  5. Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  6. Reveiz, Alejandro & Carlos, Leon, 2010. "Operational Risk Management Using a Fuzzy Logic Inference System," Journal of Financial Transformation, Capco Institute, vol. 30, pages 141-153.
  7. Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  8. Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, Junio.
  9. Carlos Eduardo León R., 2003. "El impuesto de Tobin: Los Estados e Instituciones Financieras Internacionales frente a los fallos del mercado de capitales," CONTEXTO (ARTICULOS SOBRE ECONOMÍA), UNIVERSIDAD EXTERNADO DE COLOMBIA.
  1. Carlos León & Alejandro Reveiz, 2011. "Portfolio optimization and long-term dependence," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 85-110 Bank for International Settlements.
45 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (16) 2011-03-19 2012-05-02 2012-05-22 2012-11-03 2013-02-08 2013-02-16 2014-01-17 2014-05-04 2014-05-17 2014-05-17 2014-11-01 2014-11-22 2015-01-03 2015-01-09 2015-05-02 2015-05-02. Author is listed
  2. NEP-CBA: Central Banking (8) 2011-03-19 2012-05-02 2012-05-22 2012-11-03 2014-01-17 2014-05-04 2014-05-17 2014-05-17. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2012-09-03
  4. NEP-CIS: Confederation of Independent States (1) 2013-06-04
  5. NEP-CMP: Computational Economics (5) 2009-09-26 2011-09-16 2012-05-02 2012-05-22 2014-05-17. Author is listed
  6. NEP-ECM: Econometrics (1) 2012-09-03
  7. NEP-ETS: Econometric Time Series (1) 2011-04-16
  8. NEP-FMK: Financial Markets (1) 2012-09-03
  9. NEP-GEO: Economic Geography (1) 2014-01-24
  10. NEP-HME: Heterodox Microeconomics (2) 2014-11-22 2015-03-05
  11. NEP-IFN: International Finance (1) 2011-03-26
  12. NEP-LAM: Central & South America (1) 2008-02-23
  13. NEP-MAC: Macroeconomics (9) 2013-02-08 2014-01-17 2014-05-17 2014-05-17 2014-05-17 2014-12-24 2015-03-05 2015-05-02 2015-05-30. Author is listed
  14. NEP-MFD: Microfinance (2) 2015-03-05 2015-03-05
  15. NEP-MON: Monetary Economics (4) 2014-01-24 2014-05-04 2014-05-17 2014-05-17
  16. NEP-NET: Network Economics (8) 2013-12-29 2014-05-04 2014-05-17 2014-05-17 2014-11-01 2015-01-09 2015-05-02 2015-05-30. Author is listed
  17. NEP-RMG: Risk Management (6) 2008-06-27 2009-09-26 2012-05-02 2012-09-03 2012-11-03 2012-11-11. Author is listed

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