IDEAS home Printed from https://ideas.repec.org/p/col/000089/010023.html
   My bibliography  Save this paper

¿Cómo caracterizar a las entidades sistémicas?: Medidas de Impacto Sistémico para Colombia

Author

Listed:
  • Mariana Laverde Quintero

Abstract

Utilizando información histórica se estiman tres medidas de impacto sistémico para 25 entidades de crédito en Colombia utilizando la metodología propuesta por Zhou (2010).Estas medidas se estiman utilizando la interdependencia en las colas del IEFI (Índice de Estabilidad Financiera) que mide el desempeno de las entidades de crédito del sistema financiero colombiano. Como un segundo paso se estimó si existía una correlación entre estas medidas de importancia sistémica y medidas del tamano de las entidades e interconexión en el mercado interbancario.

Suggested Citation

  • Mariana Laverde Quintero, 2012. "¿Cómo caracterizar a las entidades sistémicas?: Medidas de Impacto Sistémico para Colombia," Documentos CEDE 10023, Universidad de los Andes, Facultad de Economía, CEDE.
    • Handle: RePEc:col:000089:010023
    as

    Download full text from publisher

    File URL: https://repositorio.uniandes.edu.co/bitstream/handle/1992/8350/dcede2012-29.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.

    More about this item

    Keywords

    Estabilidad Financiera; Riesgo Sistémico;

    JEL classification:

    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:col:000089:010023. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Universidad De Los Andes-Cede (email available below). General contact details of provider: https://edirc.repec.org/data/ceandco.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.