Details about Mauricio Arias

Access statistics for papers by Mauricio Arias.

Last updated 2012-09-18. Update your information in the RePEc Author Service.

Short-id: par241

Working Papers

2010

1. Applying CoV aR to Measure Systemic Market Risk: the Colombian Case
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (2)
   See also Chapter Applying CoVaR to measure systemic market risk: the Colombian case, IFC Bulletins chapters, Bank for International Settlements (2011) View citations (5) (2011)

2009

2. Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (1)

2006

3. EXPECTATIVAS DE INFLACION EN EL MERCADO DE DEUDA PÚBLICA COLOMBIANO
   Borradores de Economia, Banco de la Republica de Colombia View citations (1)
4. EXPECTATIVAS DE INFLACION EN EL MERCADO DE DEUDA P�BLICA COLOMBIANO
   Borradores de Economia, Banco de la Republica View citations (3)

2005

5. Estimación de los requerimientos de capital por riesgo de mercado
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (3)

Chapters

2011

1. Applying CoVaR to measure systemic market risk: the Colombian case
   A chapter in Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, 2011, vol. 34, pp 351-364 View citations (5)
   See also Working Paper Applying CoV aR to Measure Systemic Market Risk: the Colombian Case, Banco de la Republica de Colombia (2010) View citations (2) (2010)