Contagio Bancario y Requerimiento Mínimo de Liquidez
This research focuses in the development of a model capable to measure the probability of contagion among Ecuadorian banks caused by liquidity runs. The model uses econometric analysis based on quantitative data as well as qualitative data, such as expert opinions, in a novel treatment for this issu...
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| 格式: | article |
| 语言: | spa |
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2007
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| 在线阅读: | https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/179 |
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添加标签 | _version_ | 1858113930031792128 |
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| author | Mejía , Kléber |
| author_facet | Mejía , Kléber |
| author_role | author |
| collection | Revista Cuestiones Económicas |
| dc.creator.none.fl_str_mv | Mejía , Kléber |
| dc.date.none.fl_str_mv | 2007-01-15 |
| dc.format.none.fl_str_mv | application/pdf |
| dc.identifier.none.fl_str_mv | https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/179 |
| dc.language.none.fl_str_mv | spa |
| dc.publisher.none.fl_str_mv | Banco Central del Ecuador |
| dc.relation.none.fl_str_mv | https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/179/98 |
| dc.rights.none.fl_str_mv | Derechos de autor 2007 Cuestiones Económicas info:eu-repo/semantics/openAccess |
| dc.source.none.fl_str_mv | Cuestiones Económicas; Vol. 23 Núm. 1 (2007): Revista Cuestiones Económicas; Autor: Kléber Mejía 2697-3367 2697-3367 reponame:Revista Cuestiones Económicas instname:Banco Central del Ecuador instacron:BCE |
| dc.subject.none.fl_str_mv | probabilidad de certeza |
| dc.title.none.fl_str_mv | Contagio Bancario y Requerimiento Mínimo de Liquidez Contagio Bancario y Requerimiento Mínimo de Liquidez |
| dc.type.none.fl_str_mv | info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion Artículos de Investigación |
| description | This research focuses in the development of a model capable to measure the probability of contagion among Ecuadorian banks caused by liquidity runs. The model uses econometric analysis based on quantitative data as well as qualitative data, such as expert opinions, in a novel treatment for this issue. The applied methodology is also able to estimate minimal requirements of liquidity needed by the financial system in order to confront a widespread run of deposits as well as the expected time before a hypothetical “Pool de Fondos” would run out of money in front of a substantial decrease in the level of deposits kept by the system. |
| eu_rights_str_mv | openAccess |
| format | article |
| id | REVCUESTEC_81c3d55f767258c50992cf9d362e6dff |
| instacron_str | BCE |
| institution | BCE |
| instname_str | Banco Central del Ecuador |
| language | spa |
| network_acronym_str | REVCUESTEC |
| network_name_str | Revista Cuestiones Económicas |
| oai_identifier_str | oai:estudioseconomicos.bce.fin.ec:article/179 |
| publishDate | 2007 |
| publisher.none.fl_str_mv | Banco Central del Ecuador |
| reponame_str | Revista Cuestiones Económicas |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | Revista Cuestiones Económicas - Banco Central del Ecuador |
| repository_id_str | |
| rights_invalid_str_mv | Derechos de autor 2007 Cuestiones Económicas |
| spelling | Contagio Bancario y Requerimiento Mínimo de LiquidezContagio Bancario y Requerimiento Mínimo de LiquidezMejía , Kléberprobabilidad de certezaThis research focuses in the development of a model capable to measure the probability of contagion among Ecuadorian banks caused by liquidity runs. The model uses econometric analysis based on quantitative data as well as qualitative data, such as expert opinions, in a novel treatment for this issue. The applied methodology is also able to estimate minimal requirements of liquidity needed by the financial system in order to confront a widespread run of deposits as well as the expected time before a hypothetical “Pool de Fondos” would run out of money in front of a substantial decrease in the level of deposits kept by the system. Esta investigación desarrolla un modelo econométrico que permite medir la probabilidad de contagio entre los bancos privados del Ecuador como consecuencia de una corrida de depósitos. Para las estimaciones, el modelo usa simultáneamente información estadística e información subjetiva proporcionada por expertos. La metodología desarrollada permite además, estimar los requerimientos mínimos de liquidez que necesitaría el sistema financiero para cubrir salidas de depósitos y también mide con una probabilidad de certeza el tiempo en el que se agotaría los recursos de un hipotético “Pool de Fondos” dado. Banco Central del Ecuador2007-01-15info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArtículos de Investigaciónapplication/pdfhttps://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/179Cuestiones Económicas; Vol. 23 Núm. 1 (2007): Revista Cuestiones Económicas; Autor: Kléber Mejía2697-33672697-3367reponame:Revista Cuestiones Económicasinstname:Banco Central del Ecuadorinstacron:BCEspahttps://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/179/98Derechos de autor 2007 Cuestiones Económicasinfo:eu-repo/semantics/openAccess2020-06-22T23:51:06Zoai:estudioseconomicos.bce.fin.ec:article/179Portal de revistashttps://estudioseconomicos.bce.fin.ec/index.php/RevistaCEOrganismo de gobiernowww.bce.fin.echttps://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/oaiEcuadoropendoar:2020-06-22T23:51:06falsePortal de revistashttps://estudioseconomicos.bce.fin.ec/index.php/RevistaCEOrganismo de gobiernowww.bce.fin.echttps://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/oaiEcuadoropendoar:2020-06-22T23:51:06Revista Cuestiones Económicas - Banco Central del Ecuadorfalse |
| spellingShingle | Contagio Bancario y Requerimiento Mínimo de Liquidez Mejía , Kléber probabilidad de certeza |
| status_str | publishedVersion |
| title | Contagio Bancario y Requerimiento Mínimo de Liquidez |
| title_full | Contagio Bancario y Requerimiento Mínimo de Liquidez |
| title_fullStr | Contagio Bancario y Requerimiento Mínimo de Liquidez |
| title_full_unstemmed | Contagio Bancario y Requerimiento Mínimo de Liquidez |
| title_short | Contagio Bancario y Requerimiento Mínimo de Liquidez |
| title_sort | Contagio Bancario y Requerimiento Mínimo de Liquidez |
| topic | probabilidad de certeza |
| url | https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/179 |