Monitoring the Unsecured Interbank Funds Market

Borradores de Economia
Number: 
917
Published: 
Classification JEL: 
E40, G14, G21

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Juan Esteban Carranza-Romero, Alejandra González-Ramírez, Mauricio Villamizar-Villegas

A core goal of regulators and financial authorities is to understand how market prices convey information on the financial health of its participants. From this viewpoint we build an Early-Warning Indicators System (EWIS) that allows for identifying those