Home Mail list Contact us Sitemap Privacy statement Search Español
Content menu
Cultural activity
Economic Reports

Reports and abstracts

 

 
Risk management in the banking industry

The journal Ensayos sobre Política Económica (ESPE) invites the academic community to present papers for possible publication in its seventh special edition, which will focus on risk management in the banking industry. The guest editors are José Eduardo Gómez -González and Franz Hamann-Salcedo, Director of Operations and Market Development and Advisor to the Governor of the Banco de la República (Central Bank of Colombia), respectively.

Papers submitted for possible publication must be original and are not being considered for publication elsewhere. The recent global financial crisis has exposed a fundamental problem in the global economy: the existence of an international financial world increasingly sophisticated and dynamic, and the absence of an institutional framework to regulate it.The crisis highlights a number of lessons including the importance of working in the design of a more suitable global financial architecture and the design and implementation of risk management.

 

Presentation 1:
The risks of low interest rates.
Leonardo Gambacorta (Bank for International Settlements)

Presentation 2:
El sistema crediticio, la política monetaria y un posible origen de ciclos y crisis nancieras.
Mauricio Arango (Universidad del Rosario)
Carlos Esteban Posada (Investigador)
Jorge Andrés Tamayo (Banco de la República, sucursal Medellín)

Comment
Andrés González (Banco de la República)

Presentation 3:
Model Proposal: Default and Financial Regulation
Carolina Osorio (Banco de la República)


Comentarios
Dairo Estrada (Banco de la República)

Presentación 4:
CDS: relación con índices accionarios y medida de riesgo
Bernardo León Camacho (Investigador)
Andrés Mora Valencia (Colegio de Estudios Superiores de Administración, CESA)

Comment
Andrés Murcia (Banco de la República)

Presentation 5:
The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia
Martha López (Banco de la República)
Fernando Tenjo (Banco de la República)
Héctor Zárate (Banco de la República)

Comment
Juan Sebastián Rojas (Banco de la República)

Presentation 6:
Regulación y valor en riesgo
Luis Fernando Melo Velandia (Banco de la República)
Joan Camilo Granados Castro (Banco de la República)

Comment
Carlos León (Banco de la República)

Presentation 7:
Regresión del cuantil aplicada al modelo de redes neuronales artificiales. Un ejercicio empírico del modelo CAViaR para el mercado de valores colombiano
Charle Augusto Londoño (Investigador)

Comment
Jair Ojeda (Banco de la República)

 

Home
Send
Print
 
Last updated:
SEARCH
1024X768 de Resolución. ©2005. Banco de la República, Colombia.Todos los derechos reservados. All rights reserved. Diseñado por: AXESNET S.A.