SYSMO I: A Systemic Stress Model for the Colombian Financial System
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More about this item
KeywordsStress Testing; DSGE Models; VAR models; Credit Risk; Market Risk; Liquidity Risk; Funding Risk; Contagion Risk.;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-12-03 (All new papers)
- NEP-CBA-2017-12-03 (Central Banking)
- NEP-MAC-2017-12-03 (Macroeconomics)
- NEP-RMG-2017-12-03 (Risk Management)
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