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 26 - 30 de 35

(2014), Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes, Revista Ciencias Estrategicas

(2013), Designing an expert-knowledge-based systemic importance index for financial institutions, Journal of Financial Market Infrastructures, 2, (1), (pp. 77-127)

(2013), Systemic Importance Index for Financial Institutions: a principal component approach, ODEON, 7

(2012), Monte Carlo Simulation of Long-Term Dependent Processes, Wilmott Magazine, 60, (pp. 48-57)

(2012), Estimating the intraday liquidity risk of financial institutions: a Monte Carlo simulation approach, Journal of Financial Market Infrastructures, 1, (1), (pp. 75-107)

Working Papers

Showing 26 - 30 of 52

(2014), The cost of collateralized borrowing in the colombian money market : does connectedness matter?, Borradores de Economia, (803)

(2013), Modular scale-free architecture of Colombian financial networks : evidence and challenges with financial stability in view, Borradores de Economia, (799)

(2013), Macro-prudential assessment of Colombian financial institutions' systemic importance, Borradores de Economia, (800)

(2013), El mercado OTC de valores en Colombia : caracterización y comparación con base en el análisis de redes complejas, Borradores de Economia, (765)

(2013), Extracting the sovereigns' CDS market hierarchy : a correlation-filtering approach, Borradores de Economia, (766)

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