Details about juan Carlos Mendoza

Access statistics for papers by juan Carlos Mendoza.

Last updated 2024-11-29. Update your information in the RePEc Author Service.

Short-id: pme363

Working Papers

2017

1. Evaluating the Impact of Macroprudential Policies in Colombia's Credit Growth
   Borradores de Economia, Banco de la Republica de Colombia View citations (25)
2. Evaluating the impact of macroprudential policies on credit growth in Colombia
   BIS Working Papers, Bank for International Settlements View citations (18)
   See also Journal Article Evaluating the impact of macroprudential policies on credit growth in Colombia, Journal of Financial Intermediation, Elsevier (2020) View citations (31) (2020)
3. SYSMO I: A Systemic Stress Model for the Colombian Financial System
   Borradores de Economia, Banco de la Republica de Colombia View citations (2)

2013

4. Tasa de interés de largo plazo, interés técnico y pasivo pensional
   Borradores de Economia, Banco de la Republica de Colombia
   Also in Borradores de Economia, Banco de la Republica (2013)

2012

5. CrashMetrics: An Application for Colombia
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia
6. Credit Risk Stress Testing: An Exercise for Colombian Banks
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (2)
7. Valor en Riesgo Condicional para el portafolio de deuda pública de las entidades financieras
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (1)

2011

8. Relación entre el riesgo sistémico del sistema financiero y el sector real
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia

2010

9. Análisis comparativo del riesgo crediticio: una aproximación no paramétrica
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia
10. 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)
11. Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) View citations (2)
12. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010)

2009

13. 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)

2008

14. Vulnerabilidad del sistema financiero colombiano ante fluctuaciones en los ingresos de las empresas exportadoras
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia

Journal Articles

2020

1. Evaluating the impact of macroprudential policies on credit growth in Colombia
   Journal of Financial Intermediation, 2020, 42, (C) View citations (31)
   See also Working Paper Evaluating the impact of macroprudential policies on credit growth in Colombia, BIS Working Papers (2017) View citations (18) (2017)

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)