Macro-prudential assessment of Colombian financial institutions' systemic importance

Borradores de Economia
Number: 
800
DOI: 
http://doi.org/10.32468/be.800
Published: 
Classification JEL: 
D85, C63, E58, G28
Download document

The most recent

Wage dynamics, Unemployment, and Inflation: Enhancing 4GM Semi-Structural Model
Mario Andrés Ramos-Veloza, Sara Naranjo-Saldarriaga, José Pulido
Sentiment and Uncertainty Indices from economic news in Colombia
Rocío Clara Alexandra Mora-Quiñones, Antonio José Orozco-Gallo, Dora Alicia Mora-Pérez
Mobile Wallets and other payment services: regional gaps and their adoption in Colombia
Constanza Martínez-Ventura, Ligia Alba Melo-Becerra

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