IDEAS home Printed from https://ideas.repec.org/a/rbp/esteco/ree-39-02.html
   My bibliography  Save this article

Mapa de calor para el mercado financiero peruano

Author

Listed:
  • Quintana, Derry
  • Chicama, Diego
  • Cisneros, Alex
  • Nivín, Rafael
  • Sánchez, Elmer
  • Yamunaqué, Diego

Abstract

El documento propone la elaboración de un mapa de calor para el mercado financiero peruano que sirva como una herramienta de monitoreo de riesgos a la estabilidad financiera, permitiendo la identificación de potenciales vulnerabilidades en los mercados de capitales, el sistema financiero y el mercado monetario. Tomando como base la metodología propuesta por Aikman y otros (2017), el mapa de calor elaborado para la economía peruana busca caracterizar los episodios de estrés financiero que ha atravesado el mercado financiero peruano en los últimos 15 años. Asimismo, el mapa de calor propuesto puede ser utilizado como herramienta de alerta temprana para identificar potenciales eventos estrés financiero a futuro.

Suggested Citation

  • Quintana, Derry & Chicama, Diego & Cisneros, Alex & Nivín, Rafael & Sánchez, Elmer & Yamunaqué, Diego, 2020. "Mapa de calor para el mercado financiero peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 39, pages 21-58.
    • Handle: RePEc:rbp:esteco:ree-39-02
    as

    Download full text from publisher

    File URL: https://www.bcrp.gob.pe/docs/Publicaciones/Revista-Estudios-Economicos/39/ree-39-quintana.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    Mapa de Calor; Estabilidad Financiera; Alerta Temprana;
    All these keywords.

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rbp:esteco:ree-39-02. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Departamento de Publicaciones Económicas (email available below). General contact details of provider: https://edirc.repec.org/data/bcrgvpe.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.