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 thos
In this paper, we conduct two investigations regarding funding liquidity risk in large emerging econ...
We set a dynamic stochastic model for the interbank daily market for funds in Colombia. The framewor...
This dissertation consists of three self-contained chapters. Price Segmentation on the Interbank Mar...
We identify interbank (i.e. non-collateralized) loans from the Colombian large-value payment system ...
International audienceWe assess the extent to which stock market information can be used to estimate...
This study investigates an early warning indicator for liquidity shortages in the short‐term interba...
A new measure called “implicit rating” is introduced which might be a component of an early warning ...
The academic literature has regularly argued that market discipline can support regulatory authority...
Banks can avoid bank runs and panic using the interbank market as a type of coinsurance. Moreover, b...
Basel III proposes market discipline (banking disclosure requirements) as a key instrument to achiev...
In financial stability, it is essential to know the determinants of interest rates in interbank mark...
The global financial crisis which began in 2007 has shown how financial turbulences are difficult to...
We present an empirical analysis of the European electronic interbank market of overnight lending (e...
En este documento se estudia la relación empírica entre las fuentes de fondeo del crédito y la vulne...
In this paper we reconsider the formal estimation of the risk of financial intermediaries. Risk is m...
In this paper, we conduct two investigations regarding funding liquidity risk in large emerging econ...
We set a dynamic stochastic model for the interbank daily market for funds in Colombia. The framewor...
This dissertation consists of three self-contained chapters. Price Segmentation on the Interbank Mar...
We identify interbank (i.e. non-collateralized) loans from the Colombian large-value payment system ...
International audienceWe assess the extent to which stock market information can be used to estimate...
This study investigates an early warning indicator for liquidity shortages in the short‐term interba...
A new measure called “implicit rating” is introduced which might be a component of an early warning ...
The academic literature has regularly argued that market discipline can support regulatory authority...
Banks can avoid bank runs and panic using the interbank market as a type of coinsurance. Moreover, b...
Basel III proposes market discipline (banking disclosure requirements) as a key instrument to achiev...
In financial stability, it is essential to know the determinants of interest rates in interbank mark...
The global financial crisis which began in 2007 has shown how financial turbulences are difficult to...
We present an empirical analysis of the European electronic interbank market of overnight lending (e...
En este documento se estudia la relación empírica entre las fuentes de fondeo del crédito y la vulne...
In this paper we reconsider the formal estimation of the risk of financial intermediaries. Risk is m...
In this paper, we conduct two investigations regarding funding liquidity risk in large emerging econ...
We set a dynamic stochastic model for the interbank daily market for funds in Colombia. The framewor...
This dissertation consists of three self-contained chapters. Price Segmentation on the Interbank Mar...
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