Monitoring the Unsecured Interbank Funds Market

Citation data:

Banco de la Republica de Colombia, Borradores de Economia, No: 917

Publication Year:
2015
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Repository URL:
http://repositorio.banrep.gov.co/handle/20.500.12134/6228
RePec URLs:
https://ideas.repec.org/p/bdr/borrec/917.html; https://ideas.repec.org/p/col/000094/014080.html
Author(s):
Sarmiento, Miguel; Cely, Jorge; León-Rincón, Carlos Eduardo
Publisher(s):
Banco de la República
Tags:
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages; E40 - Money and Interest Rates: General; G14 - Information and Market Efficiency; Event Studies; Insider Trading; Early warning indicators; Interbank markets; Market discipline; Bank risk; Indicadores financieros -- Colombia -- 2011-2014; Mercado financiero -- Colombia -- 2011-2014; Mercado interbancario -- Colombia -- 2011-2014; Riesgo bancario -- Colombia -- 2011-2014; Liquidez bancaria -- Colombia -- 2011-2014; G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas; E40 - Dinero y tipos de interés: Generalidades; G14 - Información y eficiencia del mercado; Estudios de casos; tráfico de información privilegiada; Early warning indicators, interbank markets, market discipline, bank risk.
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paper description
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 those