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Juan Carlos Mendoza

Personal Details

First Name:Juan
Middle Name:Carlos
Last Name:Mendoza
Suffix:
RePEc Short-ID:pme363

Affiliation

Banco de la Republica de Colombia

Bogotá, Colombia
http://www.banrep.gov.co/

: (57-1) 3431111
(571) 286-5936
Carrera 7 No. 14-78, Bogotá
RePEc:edi:brcgvco (more details at EDIRC)

Research output

as
Jump to: Working papers Chapters

Working papers

  1. Esteban Gómez & Angélica Lizarazo & Juan Carlos Mendoza & Andrés Murcia, 2017. "Evaluating the Impact of Macroprudential Policies in Colombia's Credit Growth," Borradores de Economia 980, Banco de la Republica de Colombia.
  2. Luis Eduardo Arango & Wilmar Cabrera & Esteban Gómez & Juan Carlos Mendoza, 2013. "Tasa de interés de largo plazo, interés técnico y pasivo pensional," Borradores de Economia 796, Banco de la Republica de Colombia.
  3. Jose Eduardo Gómez-González & Juan Carlos Mendoza, 2010. "Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis," BORRADORES DE ECONOMIA 006726, BANCO DE LA REPÚBLICA.
  4. Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres, 2010. "Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica," BORRADORES DE ECONOMIA 006700, BANCO DE LA REPÚBLICA.
  5. Angela González Arbeláez & Juan Carlos Mendoza & Hernán Piñeros G., "undated". "Análisis comparativo del riesgo crediticio: una aproximación no paramétrica," Temas de Estabilidad Financiera 050, Banco de la Republica de Colombia.
  6. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza, "undated". "Credit Risk Stress Testing: An Exercise for Colombian Banks," Temas de Estabilidad Financiera 073, Banco de la Republica de Colombia.
  7. Paola Morales Acevedo & Juan Carlos Mendoza, "undated". "Vulnerabilidad del sistema financiero colombiano ante fluctuaciones en los ingresos de las empresas exportadoras," Temas de Estabilidad Financiera 034, Banco de la Republica de Colombia.
  8. Mauricio Arias & Juan Carlos Mendoza, "undated". "Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia," Temas de Estabilidad Financiera 044, Banco de la Republica de Colombia.
  9. Wilmar Cabrera & Luis Melo & Juan Carlos Mendoza, "undated". "Valor en Riesgo Condicional para el portafolio de deuda pública de las entidades ?nancieras," Temas de Estabilidad Financiera 072, Banco de la Republica de Colombia.
  10. Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, "undated". "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.
  11. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza & Luis Fernando Melo, "undated". "Relación entre el riesgo sistémico del sistema financiero y el sector real," Temas de Estabilidad Financiera 062, Banco de la Republica de Colombia.
  12. Esteban Gómez & Juan Carlos Mendoza & Nancy Zamudio Gómez, "undated". "CrashMetrics: An Application for Colombia," Temas de Estabilidad Financiera 069, Banco de la Republica de Colombia.

Chapters

  1. Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364 Bank for International Settlements.

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. Esteban Gómez & Angélica Lizarazo & Juan Carlos Mendoza & Andrés Murcia, 2017. "Evaluating the Impact of Macroprudential Policies in Colombia's Credit Growth," Borradores de Economia 980, Banco de la Republica de Colombia.

    Cited by:

    1. Gambacorta, Leonardo & Murcia, Andr�s, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
    2. Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," Borradores de Economia 1014, Banco de la Republica de Colombia.
    3. Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47 Bank for International Settlements.
    4. Ferrari, Stijn & Pirovano, Mara & Rovira Kaltwasser, Pablo, 2017. "The impact of sectoral macroprudential capital requirements on mortgage lending: evidence from the Belgian risk weight add-on," MPRA Paper 80821, University Library of Munich, Germany.
    5. Agustín Villar, 2017. "Macroprudential frameworks: objectives, decisions and policy interactions," BIS Papers chapters,in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 7-24 Bank for International Settlements.

  2. Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres, 2010. "Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica," BORRADORES DE ECONOMIA 006700, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Carlos León, 2012. "Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints," BORRADORES DE ECONOMIA 010075, BANCO DE LA REPÚBLICA.
    2. Jose Ignacio Lopez, 2018. "Predictibilidad del Mercado Accionario Colombiano," DOCUMENTOS CEDE 016086, UNIVERSIDAD DE LOS ANDES-CEDE.

  3. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza, "undated". "Credit Risk Stress Testing: An Exercise for Colombian Banks," Temas de Estabilidad Financiera 073, Banco de la Republica de Colombia.

    Cited by:

    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.

  4. Mauricio Arias & Juan Carlos Mendoza, "undated". "Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia," Temas de Estabilidad Financiera 044, Banco de la Republica de Colombia.

    Cited by:

    1. Nancy Quinceno Cárdenas, 2014. "Modelación basada en agentes en el sistema pensional colombiano. Una aproximación desde el mercado laboral y la dinámica poblacional," REVISTA CIFE, UNIVERSIDAD SANTO TOMÁS, September.

  5. Wilmar Cabrera & Luis Melo & Juan Carlos Mendoza, "undated". "Valor en Riesgo Condicional para el portafolio de deuda pública de las entidades ?nancieras," Temas de Estabilidad Financiera 072, Banco de la Republica de Colombia.

    Cited by:

    1. Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016. "Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos," Borradores de Economia 939, Banco de la Republica de Colombia.

  6. Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, "undated". "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.

    Cited by:

    1. Zevallos, Mauricio & Villarreal, Fernanda & Del Carpio, Carlos & Abbara, Omar, 2014. "Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano," Working Papers 2014-023, Banco Central de Reserva del Perú.
    2. Mariana Laverde & Javier Gutiérrez Rueda, "undated". "¿Cómo caracterizar entidades sistémicas?: Medidas de impacto sistémico para el sistema financiero colombiano," Temas de Estabilidad Financiera 065, Banco de la Republica de Colombia.
    3. Natasha Agarwal et al, 2013. "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-021, Indira Gandhi Institute of Development Research, Mumbai, India.
    4. Liu, Xiaochun, 2013. "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper 55801, University Library of Munich, Germany.
    5. Jacob Kleinow & Andreas Horsch & Mario Garcia-Molina, 2017. "Factors driving systemic risk of banks in Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 211-234, April.

Chapters

  1. Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364 Bank for International Settlements.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 6 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-MAC: Macroeconomics (3) 2013-12-20 2014-05-17 2017-01-08. Author is listed
  2. NEP-BAN: Banking (2) 2010-03-06 2017-01-08. Author is listed
  3. NEP-CBA: Central Banking (1) 2017-01-08
  4. NEP-LAM: Central & South America (1) 2009-11-21
  5. NEP-RMG: Risk Management (1) 2010-03-06

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