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dc.creatorCastro, Carlos 
dc.creatorOrdóñez Herrera, Juan Sebastián 
dc.date.accessioned2015-10-16T12:49:45Z
dc.date.available2015-10-16T12:49:45Z
dc.date.created2012
dc.date.issued2012
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/11284
dc.descriptionWe design a financial network model that explicitly incorporates linkages across institutions through a direct contagion channel, as well as an indirect common exposure channel. In particular, common exposure is setup so as to link the financial to the real sector. The model is calibrated to balance sheet data on the colombian financial sector. Results indicate that commercial banks are the most systemically important financial institutions in the system. Whereas government owned institutions are the most vulnerable institutions in the system.
dc.format.extent25 páginas
dc.format.mediumRecurso electrónico
dc.format.mimetypeapplication/pdf
dc.language.isospa
dc.relation.ispartofSerie Documentos de Trabajo. No. 121 (Junio 2012)
dc.relation.urihttps://ideas.repec.org/p/col/000092/009651.html
dc.sourceinstname:Universidad del Rosario
dc.sourcereponame:Repositorio Institucional EdocUR
dc.sourceinstname:Universidad del Rosario
dc.subject.ddcEconomía financiera 
dc.subject.lembEconomía
dc.subject.lembRiesgo (Economía)
dc.subject.lembSector financiero
dc.subject.lembModelos económicos
dc.subject.lembBancos comerciales
dc.titleA Network model of systemic risk : identifying the sources of dependence across institutions
dc.typeworkingPaper
dc.publisherUniversidad del Rosario
dc.publisher.departmentFacultad de Economía
dc.identifier.editorialUniversidad del Rosario
dc.subject.keywordsystemic risk
dc.subject.keywordnetwork models
dc.subject.keywordcontagion
dc.subject.keywordcommon exposure
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.type.spaDocumento de trabajo
dc.rights.accesoAbierto (Texto completo)
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersion
dc.format.tipoDocumento
dc.rights.ccAtribución-NoComercial-SinDerivadas 2.5 Colombia


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