Monitoring the Unsecured Interbank Funds Market

Borradores de Economia
Número: 
917
Publicado: 
Clasificación JEL: 
E40, G14, G21
Palabras clave: 
early warning indicators, Interbank Markets, Market Discipline, Bank Risk

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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