Zobrazeno 1 - 10
of 87
pro vyhledávání: '"Serafín Martínez-Jaramillo"'
Autor:
Matias Ossandon Busch, José Manuel Sánchez-Martínez, Anahí Rodríguez-Martínez, Ricardo Montañez-Enríquez, Serafín Martínez-Jaramillo
Publikováno v:
Latin American Journal of Central Banking, Vol 3, Iss 3, Pp 100068- (2022)
This article describes the construction of an open-source growth-at-risk (GaR) model. The model provides a flexible analytical tool for policymakers and researchers aiming to use the GaR approach to characterize the probability density of GDP growth
Externí odkaz:
https://doaj.org/article/39b46842442a493db82e5e262e0dc588
Autor:
Andrea Barón, Anahi Rodriguez-Martinez, Victoria Landaberry, Rodrigo Lluberas, Fabio Caccioli, Serafín Martínez-Jaramillo
Publikováno v:
Latin American Journal of Central Banking, Vol 2, Iss 2, Pp 100032-(2021)
We propose to use a systemic risk metric for an extended network which includes the inter-bank network, the banks-firms bipartite network, and the intrafirm exposures network in Uruguay. This is the first work, to the best of our knowledge, in which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7cb2f26c91af9d467db3cdc01a7da44a
http://www.sciencedirect.com/science/article/pii/S2666143821000120
http://www.sciencedirect.com/science/article/pii/S2666143821000120
In this short paper we briefly introduce some of the works presented during the conference “Network models and stress testing for financial stability” which was held in Mexico City hosted by Banco de Mexico on September 26-27, 2017. The papers ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d5c622130c55a1c4805754cd99f9253
https://www.zora.uzh.ch/id/eprint/210397/
https://www.zora.uzh.ch/id/eprint/210397/
Publikováno v:
Journal of Financial Stability. 35:6-16
Network models, stress testing methods and early warning systems are attracting growing interest both among scholars and practitioners. In this short paper, we illustrate some of the insights they have to offer both in terms of new fundamental scient
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cba536361e34cb6b4ef6969177be10e8
https://doi.org/10.1016/j.jfs.2018.03.010
https://doi.org/10.1016/j.jfs.2018.03.010
Autor:
Diego A. Chavez, Fabio Caccioli, Serafín Martínez-Jaramillo, Anahi Rodriguez-Martinez, Walter Cuba
Publikováno v:
Latin American Journal of Central Banking, Vol 2, Iss 3, Pp 100035-(2021)
After the Global Financial Crisis (GFC), systemic risk measurement became crucial for policy makers as well as for academics. We have witnessed an important increase in the number of methodologies proposed. Among such proposals, DebtRank arose as per
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e87c456dc7fb54a387f5c196cf3e75c1
https://doi.org/10.1016/j.latcb.2021.100035
https://doi.org/10.1016/j.latcb.2021.100035
Publikováno v:
Neurocomputing. 264:2-19
This paper is a thorough description of the repo market in Mexico, a funding market of significant importance for Mexican commercial banks, brokerage houses, and development banks, and which, unlike the repo markets in Europe and the U.S., is an OTC
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc50ce02f06566d3172f590a08402c90
https://doi.org/10.1016/j.neucom.2016.10.102
https://doi.org/10.1016/j.neucom.2016.10.102
Autor:
Fabrizio Lopez-Gallo, Serafín Martínez-Jaramillo, Enrique Batiz-Zuk, Juan Pablo Solórzano-Margain
Publikováno v:
Journal of Financial Stability. 27:198-216
We examine the role of imposing tighter limits on interbank exposures in reducing contagion and aggregate losses. In our model contagion risk arises as a result of the individual idiosyncratic failure of each bank in the banking system. Following Gue
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::691ef5fca2489e02a73ac5970ec7213e
https://doi.org/10.1016/j.jfs.2015.04.007
https://doi.org/10.1016/j.jfs.2015.04.007
Autor:
Fabio Caccioli, Serafín Martínez-Jaramillo, Jonnathan Caceres-Santos, Anahi Rodriguez-Martinez
Publikováno v:
Latin American Journal of Central Banking, Vol 1, Iss 1, Pp 100015-(2020)
We performed a study of the Bolivian high-value payment system between 2015 and 2020 and of the network of interbank exposures between 2018 and 2020. We characterize the network structure of these systems and perform a systemic risk analysis. We find
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0c2c32feb06cfe2455e3a8bb026cc207
https://doi.org/10.1016/j.latcb.2020.100015
https://doi.org/10.1016/j.latcb.2020.100015
Financial markets are exposed to systemic risk, the risk that a substantial fraction of the system ceases to function and collapses. Systemic risk can propagate through different mechanisms and channels of contagion. One important form of financial c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aef374029b79113c9e2eb7a493995591
http://arxiv.org/abs/1802.00311
http://arxiv.org/abs/1802.00311
Financial Market Infrastructures (FMIs) are essential for the well-functioning of the financial system, as they play a central role in facilitating clearance and settlement of financial transactions such as payments, securities, and derivatives contr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d191874bc2a19352936742820a6c4cbc
https://doi.org/10.4018/978-1-5225-3932-2.ch014
https://doi.org/10.4018/978-1-5225-3932-2.ch014