Macro-prudential assessment of Colombian financial institutions' systemic importance

Borradores de Economia
Number: 
800
Published: 
Classification JEL: 
D85, C63, E58, G28

The most recent

Miguel Sarmiento, John Sebastian Tobar-Cruz, Andrés Esteban Casas-Fajardo, Eduardo Yanquen-Briñez
Jaime Alfredo Bonet-Moron, Jaime Andrés Collazos-Rodríguez, Karen Astrid Rubio-Ramírez, Adolfo Ramírez-Moreno, Andrés Felipe Parra-Solano
Julián Alonso Cárdenas-Cárdenas, Deicy Johana Cristiano-Botia, Eliana Rocío González-Molano, Carlos Alfonso Huertas-Campos

This document presents an enhanced and condensed version of preceding proposals for identifying systemically important financial institutions in Colombia. Three systemic importance metrics are implemented: (i) money market net exposures network hub centra