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

Olga Lucia Acosta Navarro, Andrés Felipe Chitán-Caes, Ana María Iregui-Bohórquez, Ligia Alba Melo-Becerra, María Teresa Ramírez-Giraldo, Jorge Leonardo Rodríguez Arenas
Bernardo Romero-Torres, Gerson Javier Pérez-Valbuena, Andrés Felipe García-Suaza, Jaime Alfredo Bonet-Moron
Alejandro Ome, Laura Giles Álvarez, Gerson Javier Pérez-Valbuena, Cristhian Larrahondo

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