Número:
917
Publicado:
Clasificación JEL:
E40, G14, G21
Palabras clave:
early warning indicators, Interbank Markets, Market Discipline, Bank Risk
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Juan José Ospina-Tejeiro, Jorge Enrique Ramos-Forero, David Camilo López-Valenzuela, Yurany Hernández-Turca, Nicolle Valentina Herrera-Pinto
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