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

Lo más reciente

Jhorland Ayala-García, Yesica Tatiana Lara-Silva, Alejandro Alberto Vargas-Villamil, Lina Romero-Chaparro
Jesús Alonso Botero-García, Ligia Alba Melo-Becerra, Cristian Castrillón Gaviria, Daniela Gallo

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