A Composite Indicator of Systemic Stress (CISS) for Colombia

Borradores de Economia
Número: 
826
Publicado: 
Clasificación JEL: 
G12, G29, C51
Palabras clave: 
systemic risk, Risk Indicators, Financial stability, Early-Warning-Indicators
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The most recent global financial crisis (2008-2009) highlighted the importance of systemic risk and promoted academic interest to develop a wide set of warning indicators, which are mechanisms to identify systemically important institutions and global sys