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Modelos e indicadores de la situación de estabilidad financiera. Metodología y aplicación

Author

Listed:
  • María Victoria Landaberry

    (Banco Central del Uruguay)

Abstract

This paper develops a methodology that provides an image of the macroeconomic, the external and financial environment that enables the identification of potential risks to financial system stability. As a further result of the application of the proposed methodology a synthetic indicator of financial stability is derived using principal component techniques and a proper weighting of the different dimensions. The methodology is applied to the case of Uruguay and evaluated in the context of the last financial crisis. The use of this methodology improves the anticipation of financial instability events, reduces false alarms and is more stable than the methodology that is used to monitoring financial stability in Uruguay.

Suggested Citation

  • María Victoria Landaberry, 2015. "Modelos e indicadores de la situación de estabilidad financiera. Metodología y aplicación," Documentos de trabajo 2015010, Banco Central del Uruguay.
    • Handle: RePEc:bku:doctra:2015010
    as

    Download full text from publisher

    File URL: https://www.bcu.gub.uy/Estadisticas-e-Indicadores/Documentos%20de%20Trabajo/10.2015.pdf
    File Function: First version, 2015
    Download Restriction: no
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    Citations

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    Cited by:

    1. María Victoria Landaberry, 2017. "Indicadores de estabilidad financiera: un nuevo índice para el sector financiero," Documentos de trabajo 2017010, Banco Central del Uruguay.
    2. Bucacos, Elizabeth, 2017. "Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach," IDB Publications (Working Papers) 8275, Inter-American Development Bank.
    3. María Victoria Landaberry & Rodrigo Lluberas & Micaela Vidal, 2021. "Una aplicación de la metodología Growth at Risk a Uruguay," Documentos de trabajo 2021009, Banco Central del Uruguay.

    More about this item

    Keywords

    Financial stability; Estabilidad financiera; Uruguay;
    All these keywords.

    JEL classification:

    • G19 - Financial Economics - - General Financial Markets - - - Other
    • G01 - Financial Economics - - General - - - Financial Crises

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