SYSMO I : a systemic stress model for the Colombian financial system
por: Santiago Gamba, Oscar Jaulín, Angélica Lizarazo, Juan Carlos Mendoza, Paola Morales, Daniel Osorio, Eduardo Yanquen
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Gamba, Santiago ; Jaulín, Oscar ; Lizarazo, Angélica ; Mendoza, Juan Carlos ; Morales, Paola ; Osorio, Daniel ; Yanquen, Eduardo |
| Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
| Subject: | Stress Testing | DSGE Models | VAR models | Credit Risk | Market Risk | Liquidity Risk | Funding Risk | Contagion Risk | Kreditrisiko | Credit risk | VAR-Modell | VAR model | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risikomaß | Risk measure | Systemrisiko | Systemic risk | Schock | Shock | Marktrisiko | Market risk | Risiko | Risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. núm. 1028 (2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011869243