Macro-prudential assessment of Colombian financial institutions' systemic importance

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

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Hans-Erik Edsand, Andrés Aleán-Romero, Jhorland Ayala-García, Tania Jiménez Castilla, Sandra C. Valencia
Ana María Iregui-Bohórquez, Ligia Alba Melo-Becerra, María Teresa Ramírez-Giraldo, Jorge Leonardo Rodríguez Arenas
Diana Ricciulli-Marin, Mateo Uribe-Castro

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