Carlos León

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Ph.D. Finance

Research Lines

Academic Profiles

Institutional affiliation

Main Researcher - Sección Investigación y Desarrollo

Bogotá, Colombia

Profile:

Leader and active member of a research agenda aimed at comprehensively studying, developing, implementing, and disseminating models that contribute to financial stability; to further understanding financial markets; and to overseeing financial institutions and infrastructures that operate in Colombian financial markets.

Publications
Academic formation
Co-authors

Articles

Mostrando 1 - 5 de 35

(2021), Quién es quién en la red de coautoría en Colombia, Revista de Economia del Rosario, 24, (2), (pp. 1-39)

(2021), Interbank relationship lending: A network perspective, Physica A: Statistical Mechanics and Its Applications, 573

(2021), Do central counterparties reduce counterparty and liquidity risk? Empirical results, ALGORITHMIC FINANCE

(2021), Interbank relationship lending revisited: Are the funds available at a similar price?, Research in international business and finance, 58

(2021), Securities cross-holding in the Colombian financial system: A topological approach, Studies in Economics and Finance

Book chapters

Showing 1 - 5 of 11

(2016), A Multi-Layer Network of the Colombian Sovereign Securities Market, Analyzing the Economics of Financial Market Infrastructures, (pp. 124-147), https://www.researchgate.net/publication/275950156_Analyzing_the_Economics_of_Financial_Market_Infrastructures

(2014), El mercado OTE en Colombia y su relación con la infraestructura financiera, Derecho económico, https://publicaciones.uexternado.edu.co/coleccion-enrique-low-murtra-derecho-economico-tomo-x-derecho-comercial.html

(2012), 11. Systemic risk in large value payments systems in Colombia: a network topology and payments simulation approach, Diagnostics for the financial markets: computational studies of payment system, (pp. 267-314), https://www.econstor.eu/handle/10419/212978

(2011), Portfolio optimization and long-term dependence, BIS Working Papers, https://www.bis.org/publ/bppdf/bispap58.htm

(2011), Strategic asset allocation: non-loss constraints and long-term dependence, RBS-Reserve Management Trends, https://www.banrep.gov.co/en/node/40724

Working Papers

Showing 1 - 5 of 52

(2021), The dawn of a mobile payment scheme: The case of Movii, Borradores de Economia, (1157)

(2021), Reexaminando las relaciones de préstamo interbancario: ¿Están los fondos disponibles a un precio similar?, Borradores de Economia, (1151)

(2020), Quién es quién en la red de coautoría en Colombia, Borradores de Economia, (1146)

(2020), Securities cross-holding in the Colombian financial system: A topological approach, Borradores de Economia, (1134)

(2020), Pattern recognition of financial institutions’ payment behavior, Borradores de Economia, (1130)

Journal Ensayos sobre Política Económica

Showing 1 - 2 of 2

(2023), Global Financial Cycle, Capital Flows, and Policy Responses, (104)

(2019), Cryptoassets: literature review and analysis, ENSAYOS SOBRE POLITICA ECONOMICA**, (92)

Ph.D. Finance, Tilburg University, 2015
MSc. Banking & Finance, HEC-Université de Lausanne, 2005
M.A. International Economics, Universidad Externado de Colombia, 2001
B.Sc. Finance and International Relations, Universidad Externado de Colombia, 1998