Relevant bibliographies by topics / Sovereign bond markets

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Sovereign bond markets'

Author: Grafiati
Published: 4 June 2021
Last updated: 13 February 2022

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Journal articles on the topic "Sovereign bond markets"

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Dunne, Peter G. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities." Journal of Risk and Financial Management 12, no. 2 (2019): 58. http://dx.doi.org/10.3390/jrfm12020058.

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This paper contributes to the debate concerning the benefits and disadvantages of introducing a European Sovereign Bond-Backed Securitisation (SBBS) to address the need for a common safe asset that would break destabilising bank-sovereign linkages. The analysis focuses on assessing the effectiveness of hedges incurred while making markets in individual euro area sovereign bonds by taking offsetting positions in one or more of the SBBS tranches. Tranche yields are estimated using a simulation approach. This involves the generation of sovereign defaults and allocation of the combined credit risk
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Saadaoui, Amir, and Mohamed Kriaa. "Sovereign Credit_Rating Disclose and Bond Liquidity under Sovereign Debt Crisis." Business and Management Research 8, no. 2 (2019): 1. http://dx.doi.org/10.5430/bmr.v8n2p1.

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This study examines the effect of the informational content of local credit rating announcements in emerging markets on the liquidity of their bond markets. We analyze the bond liquidity markets across five countries such as Poland, Greece, Spain, Hungary and Turkey. The sample includes daily data about sovereign bonds over the period ranging from July 2009 to January 2014.We mainly focus on the period before and after the sovereign debt crisis. We note that the bond liquidity is affected due to the sign of the rating granted by the rating agencies for each country.
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Raja, Zubair Ali, William J. Procasky, and Renee Oyotode-Adebile. "The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk." Journal of Emerging Market Finance 19, no. 3 (2020): 296–325. http://dx.doi.org/10.1177/0972652720932772.

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Extant literature reports mixed findings on the relative efficiency of credit default swaps (CDS) and bond markets in pricing emerging market sovereign credit risk. Using a more comprehensive data set than analyzed earlier, we reexamine this issue and find that CDS dominate bonds in the price discovery of this risk, an advantage we attribute to the greater relative liquidity of that market. One exception is during the financial crisis, suggesting that when panic hits, sovereign markets price credit risk differently. However, even then, the CDS market has a greater impact on price discovery tha
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Jurkšas, Linas, Deimantė Teresienė, and Rasa Kanapickiene. "Liquidity risk: Intraday liquidity and price spillovers in euro area sovereign bond markets." Risk Governance and Control: Financial Markets and Institutions 11, no. 2 (2021): 18–31. http://dx.doi.org/10.22495/rgcv11i2p2.

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The purpose of this paper is to determine the cross-market liquidity and price spillover effects across euro area sovereign bond markets. The analysis is carried out with the constructed minute frequency order-book dataset from 2011 until 2018. This derived dataset covers the six largest euro area markets for benchmark 10-year sovereign bonds. To estimate the cross-market spillover effect between sovereign bonds, it was decided to use the empirical approach proposed by Diebold and Yilmaz (2012) and combine it with the vector error correction model (VECM). We also employed the panel regression
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Morsy, Hanan, Eman Moustafa, Tiguene Nabassaga, and Mustafa Yenice. "Investor Herding and Spillovers in African Debt Markets." AEA Papers and Proceedings 111 (May 1, 2021): 607–10. http://dx.doi.org/10.1257/pandp.20211118.

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Using high-frequency data for sovereign long-term bond yields and five-year credit default swap spreads, we estimate a regression model to identify a nonlinear link between cross-section deviation of market yield and extreme movements in African markets and other regions. Results indicate that African sovereign bonds have been subject to herding. International investors tend to lump African sovereign bonds into one asset class, pricing risk based on regional market performance instead of individual countries' performance. More over, we find evidence of herding spillovers from other regions. Af
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Jurksas, Linas, Deimante Teresiene, and Rasa Kanapickiene. "Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions." Economies 9, no. 1 (2021): 35. http://dx.doi.org/10.3390/economies9010035.

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The purpose of this paper is to determine the liquidity spillover effects of trades executed in European sovereign bond markets and to assess the driving factors behind the magnitude of the spill-overs between different markets. The one minute-frequency limit order-book dataset is constructed from mid-2011 until end-2017 for sovereign bonds from the six largest euro area countries. It is used for the event study and panel regression model. The event study results revealed that liquidity spill-over effects of trades exist and vary highly across different order types, direction and size of the t
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Jurksas, Linas. "What Factors Shape the Liquidity Levels of Euro Area Sovereign Bonds?" Open Economics 1, no. 1 (2018): 154–66. http://dx.doi.org/10.1515/openec-2018-0009.

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Abstract The purpose of this paper is to determine the factors that shape the liquidity levels of euro area sovereign bonds. The values of liquidity measure and explanatory variables were calculated from the limitorder book dataset for almost five hundred bonds from six largest euro area sovereign bond markets. The created variables were used in a cross-sectional regression model. The results revealed that characteristics of sovereign bonds are indeed highly linked with bond liquidity levels, and these effects become even stronger during the regimes of lower market liquidity. Contrary to the s
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Chaieb, Ines, Vihang Errunza, and Rajna Gibson Brandon. "Measuring Sovereign Bond Market Integration." Review of Financial Studies 33, no. 8 (2019): 3446–91. http://dx.doi.org/10.1093/rfs/hhz107.

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Abstract We find that the degree and dynamics of sovereign bond market integration across 21 developed and 18 emerging countries is significantly heterogeneous. We show that better spanning can significantly enhance market integration through dissipating local risk premiums. Integration of the sovereign bond markets increases by about 10% on average, when a country moves from the 25th to the 75th percentile as a result of higher political stability and credit quality, lower inflation and inflation risk, and lower illiquidity. The 10% increase in integration leads to, on average, a decrease in
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Pereira, Inês Prates, and Sérgio Lagoa. "Flight-to-quality and contagion in the European sovereign debt crisis." Journal of Financial Economic Policy 11, no. 2 (2019): 193–217. http://dx.doi.org/10.1108/jfep-03-2018-0048.

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Purpose The purpose of this paper is to analyze the co-movements between the Portuguese, Greek, Irish and German government bond markets after the subprime crisis (2007 to 2013), with a special focus on the European sovereign debt crisis. It aims to assess the existence of contagion between the Portuguese, Greece and Irish bond markets and to explore the phenomenon of flight-to-quality from the Portuguese and Greek bond markets to the German market. Design/methodology/approach The analysis is undertaken using a DCC-GARCH model with daily data for 10-year yield government bonds. The change in c
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Nienhaus, Volker, and Abdullah Karatas. "Market perceptions of liquid sovereign Sukūk: a new asset class?" International Journal of Islamic and Middle Eastern Finance and Management 9, no. 1 (2016): 87–108. http://dx.doi.org/10.1108/imefm-03-2015-0027.

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Purpose This paper aims to explore whether the market perceives liquid international sovereign sukūk as distinct from comparable bonds and as an asset class of their own that could shield investors against turbulences in the bond markets. Design/methodology/approach If sukūk and bonds belong to the same asset class, then basically the same supply and demand factors determine inverstors’ activities in both markets. This should lead to matching patterns of yield curves for sukūk and bonds comparable in terms of issuers, maturity, currency, size, liquidity and rating. Only a rough analysis of hol
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Dissertations / Theses on the topic "Sovereign bond markets"

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Sigaux, Jean-David. "Essays on Sovereign Bond Markets." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLH005/document.

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Dans le premier chapitre, j'examine si les vendeurs à découvert sont mieux informés à propos des enchères d'obligation souveraines que le marché. Je trouve, en moyenne, une forte augmentation de la demande de vente à découvert avant les enchères. Néanmoins, la demande de vente à découvert ne prédit pas une augmentation future du rendement. Les vendeurs à découvert ne sont donc pas mieux informés sur le résultat des enchères et n'interprètent pas mieux que le marché.Dans le second chapitre, je développe et teste un modèle expliquant la baisse graduelle des prix observée dans les jours qui condu
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Sun, Zhuowei. "Essays on sovereign bond markets." Thesis, Queen's University Belfast, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.709846.

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This thesis contains a number of in-depth studies of the two largest sovereign bond markets in the world - The U.S. Treasury market and the European sovereign bond market. It examines aspects of the development of these important markets over recent decades when fundamental technological changes are prevalent. There is heightened competition between different trading platforms and regulators seek more transparency. While technology improves many aspects of liquidity and transparency, it also increases network externalities that have some negative consequences during the 2007-2009 financial cri
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Schumacher, Julian. "Enforcement in sovereign debt markets." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015. http://dx.doi.org/10.18452/17388.

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Die Arbeit befasst sich mit ökonomischen Effekten der rechtlichen Durchsetzung von Staatsschulden. Die Literatur nimmt weitgehend an, dass diese größtenteils irrelevant sind. Die Dissertation präsentiert neu erstellte Datensätze über Anlegerklagen in den USA und UK, und verbindet diese mit Finanzmarktdaten. Die zentralen Ergebnisse sind: (1) Staatsschuldenkrisen sind zunehmend begleitet von Anlegerklagen, wenn auch die Zahl gering ist. Klagen sind wahrscheinlicher wenn Regierungen hohe Verluste auf ihre Gläubiger abwälzen. Sie können zudem signifikante Kosten durch die Versperrung des Finanzma
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Mirghaemi, M. "Bayesian learning in financial markets : economic news and high-frequency European sovereign bond markets." Thesis, University College London (University of London), 2012. http://discovery.ucl.ac.uk/1344061/.

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Badaoui, Saad. "Sovereign default and liquidity risks in the bond and CDS markets." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/10686.

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This thesis focuses on the different liquidity issues specific to the sovereign Credit Default Swap (CDS) market. As a first step, we present an empirical study of the pricing effect of liquidity and systematic liquidity risk in the sovereign CDS spreads. We do find a large evidence that the risk premium priced above the sovereign default risk is mainly driven by both bond and CDS liquidity risk, which implies that liquidity plays an important role in CDS spread movements. Secondly, we use a factor model in order to decompose sovereign CDS spreads into default risk, liquidity and correlation c
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Urban, Jörg [Verfasser], and M. [Akademischer Betreuer] Schienle. "Credit risk contagion and arbitrage: Evidence from sovereign bond and credit default swap markets / Jörg Urban ; Betreuer: M. Schienle." Karlsruhe : KIT-Bibliothek, 2017. http://d-nb.info/1138708674/34.

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Izadi, Selma. "Two Essays in Finance and Economics: “Investment Opportunities in Commodity and Stock Markets for G7 Countries” And “Global and Local Factors Affecting Sovereign Yield Spreads”." ScholarWorks@UNO, 2015. http://scholarworks.uno.edu/td/2087.

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In chapter 1, I investigate the return links and dynamic conditional correlations between the equity and commodity returns for G7 countries from 2000:01 to 2014:10. The commodity futures include BCOM Index which contains the futures and spot price of 22 commodities, Brent and Crude oil futures, gold and silver futures, Wheat, Corn and Soybean futures and CRB index. The finding indicates that during the full sample period GOLD, WHEAT and CORN have the smallest dynamic conditional correlations with all the Equity indexes. In addition, the correlations between the GOLD/Equity pairs are negative d
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Balima, Weneyam Hippolyte. "Essays on economic policies and economy of financial markets in developing and emerging countries." Thesis, Université Clermont Auvergne‎ (2017-2020), 2017. http://www.theses.fr/2017CLFAD024/document.

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Cette thèse s'intéresse aux questions d'accès aux marchés financiers dans les économies émergentes et en développement. La première partie donne un aperçu général des conséquences macroéconomiques de l'un des régimes de politique monétaire le plus favorable au marché - le ciblage d'inflation - en utilisant le cadre d'analyse de la méta-analyse. La deuxième partie analyse le risque et la stabilité des marchés obligataires des États. La troisième et dernière partie examine les effets disciplinaires résultant de la participation aux marchés obligataires souverains. Plusieurs résultats émergent. A
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Víťazka, Peter. "CAPITAL MARKET INTEGRATION Evaluation and Measurement: Sovereign Bond Market." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-165972.

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The paper focuses on capital market integration at sovereign bond market in eleven selected euro zone countries (Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Netherlands, Portugal, and Spain). The first main objective is to test the degree of capital market integration before and after the crisis using Germany as a benchmark country and also among them as well. Secondly it evaluates and provides reasons of capital integration in time. The examination is applied through i) sigma convergence ii) yield spreads iii) correlation matrix iv) cointegration tests. I found almost
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Ferraz, Flávia Coelho Branco Junqueira. "Análise dos determinantes dos spreads soberanos dos países emergentes." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/9770.

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Submitted by Flávia Coelho Branco Junqueira Ferraz (fla_ferraz@hotmail.com) on 2011-10-11T19:18:35Z No. of bitstreams: 1 Dissertacao_Versao_Final_Flavia_Ferraz_2011_PDF.pdf: 402008 bytes, checksum: 1a3fe2225f59266cad2f3a3d5bfd1554 (MD5)<br>Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2011-11-17T19:21:57Z (GMT) No. of bitstreams: 1 Dissertacao_Versao_Final_Flavia_Ferraz_2011_PDF.pdf: 402008 bytes, checksum: 1a3fe2225f59266cad2f3a3d5bfd1554 (MD5)<br>Made available in DSpace on 2012-05-09T19:38:43Z (GMT). No. of bitstreams: 1 Dissertacao_Versao_Final_Flavia_Ferraz_2
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Books on the topic "Sovereign bond markets"

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Ariff, Mohamed. Handbook of Asian sovereign bond markets: Yield & risk. Universiti Putra Malaysia Press, 2013.

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Nathan, Sussman, and Yafeh Yishay, eds. Emerging markets and financial globalization: Sovereign bond spreads in 1870-1913 and today. Oxford University Press, 2006.

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Ammer, John. Sovereign CDs and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter? Federal Reserve Board, 2007.

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Grigorian, David A. On the determinants of first-time sovereign bond issues. International Monetary Fund, International Capital Markets Department, 2003.

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Reisen, Helmut. Boom and bust and sovereign ratings. OECD Development Centre, 1999.

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Sy, Amadou N. R. Emerging market bond spreads and sovereign credit ratings: Reconciling market views with economic fundamentals. International Monetary Fund, International Capital Markets Department, 2001.

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Larraín, Guillermo, and Guillermo Larraín. Emerging market risk and sovereign credit ratings. Organisation for Economic Co-operation and Development, 1997.

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Lugo, Stefano, and Fabio Bertoni. The Use of Debt by Sovereign Wealth Funds. Edited by Douglas Cumming, Geoffrey Wood, Igor Filatotchev, and Juliane Reinecke. Oxford University Press, 2017. http://dx.doi.org/10.1093/oxfordhb/9780198754800.013.6.

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This chapter documents the use of debt capital by sovereign wealth funds (SWFs)—a growing and under-researched phenomenon. Three reasons are given for this. First: debt can help SWFs reach their target portfolio size. (Some do not receive regular inflows from their governments to increase their assets under management (AUM). Second: the development of capital markets is a key objective for most of the countries that have created an SWF, and debt may be especially useful for the development of the bond market. SWF bonds are quasi-governmental securities that can be used as collateral and create
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Emerging Markets and Financial Globalization: Sovereign Bond Spreads in 1870-1913 and Today. Oxford University Press, USA, 2008.

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Mohapatra, Sanket, Manabu Nose, and Dilip Ratha. Determinants of the Distance between Sovereign Credit Ratings and Sub-Sovereign Bond Ratings: Evidence from Emerging Markets and Developing Economies. Taylor and Francis, 2017. http://dx.doi.org/10.1596/29117.

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Book chapters on the topic "Sovereign bond markets"

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Das, Udaibir S., Michael G. Papaioannou, and Magdalena Polan. "First-Time Sovereign Bond Issuers: Considerations in Accessing International Capital Markets." In Sovereign Debt. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267073.ch12.

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Waldenström, Daniel. "How Important Are the Political Costs of Domestic Default?: Evidence from World War II Bond Markets." In Sovereign Debt. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267073.ch31.

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Consoli, Sergio, Luca Tiozzo Pezzoli, and Elisa Tosetti. "Information Extraction From the GDELT Database to Analyse EU Sovereign Bond Markets." In Mining Data for Financial Applications. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66981-2_5.

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AbstractIn this contribution we provide an overview of a currently on-going project related to the development of a methodology for building economic and financial indicators capturing investor’s emotions and topics popularity which are useful to analyse the sovereign bond markets of countries in the EU.These alternative indicators are obtained from the Global Data on Events, Location, and Tone (GDELT) database, which is a real-time, open-source, large-scale repository of global human society for open research which monitors worlds broadcast, print, and web news, creating a free open platform for computing on the entire world’s media. After providing an overview of the method under development, some preliminary findings related to the use case of Italy are also given. The use case reveals initial good performance of our methodology for the forecasting of the Italian sovereign bond market using the information extracted from GDELT and a deep Long Short-Term Memory Network opportunely trained and validated with a rolling window approach to best accounting for non-linearities in the data.
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V., Alfonso Mendoza. "Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets." In Dynamic Models and Their Applications in Emerging Markets. Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230599598_4.

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Chebbi, Tarek. "An Assessment of the Response of Sovereign Bond Markets to Asset Purchase Programs." In Artificial Intelligence: Anthropogenic Nature vs. Social Origin. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-39319-9_50.

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Deltuvaitė, Vilma. "Recent Developments in Financial Integration in the Central and Eastern European Countries Sovereign Bond Markets." In Country Experiences in Economic Development, Management and Entrepreneurship. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46319-3_39.

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Waldenström, Daniel, and Bruno S. Frey. "How Government Bond Yields Reflect Wartime Events: The Case of the Nordic Market." In Sovereign Debt. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267073.ch30.

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Yordanov, Vilimir. "Inside the EMs Risky Spreads and CDS-Sovereign Bonds Basis." In Innovations in Derivatives Markets. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33446-2_15.

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Consoli, Sergio, Luca Tiozzo Pezzoli, and Elisa Tosetti. "Using the GDELT Dataset to Analyse the Italian Sovereign Bond Market." In Machine Learning, Optimization, and Data Science. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-64583-0_18.

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AbstractThe Global Data on Events, Location, and Tone (GDELT) is a real time large scale database of global human society for open research which monitors worlds broadcast, print, and web news, creating a free open platform for computing on the entire world’s media. In this work, we first describe a data crawler, which collects metadata of the GDELT database in real-time and stores them in a big data management system based on Elasticsearch, a popular and efficient search engine relying on the Lucene library. Then, by exploiting and engineering the detailed information of each news encoded in GDELT, we build indicators capturing investor’s emotions which are useful to analyse the sovereign bond market in Italy. By using regression analysis and by exploiting the power of Gradient Boosting models from machine learning, we find that the features extracted from GDELT improve the forecast of country government yield spread, relative that of a baseline regression where only conventional regressors are included. The improvement in the fitting is particularly relevant during the period government crisis in May-December 2018.
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Diebold, Francis X., and Yilmaz Kamil. "Sovereign Bond Markets." In Financial and Macroeconomic Connectedness. Oxford University Press, 2015. http://dx.doi.org/10.1093/acprof:oso/9780199338290.003.0005.

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Conference papers on the topic "Sovereign bond markets"

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N Schrage, Burkhard. "Natural Catastrophes and Sovereign Bond Prices." In InSITE 2017: Informing Science + IT Education Conferences: Vietnam. Informing Science Institute, 2017. http://dx.doi.org/10.28945/3784.

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Aim/Purpose: This study investigates effects of natural catastrophes on the cost of sovereign debt in developing countries and discusses MNC financing strategies. Background: Over the last decades, natural disasters have increased in both number and severity. The combination of higher event frequency and intensity, coupled with fragile economic conditions in emerging market countries, may affect sovereign bond prices—particularly in developing countries—and consequently may have effects on the financing strategy of MNCs Methodology: Parametric and non-parametric analyses and event study method
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Tufaner, Mustafa Batuhan, Sıtkı Sönmezer, and Ahmet Alkan Çelik. "Impact of Sovereign Credit Ratings on Capital Markets." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01914.

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Sovereign credit ratings are of great importance in terms of country's economy in recent years. Sovereign credit ratings can greatly affect both financial markets and macroeconomic balances. On the other hand, these credit ratings are closely related to the political situation of the countries. Therefore, all factors behind the credit rating announcements operating in global markets needs to be put forward. The content of this paper is to identify policy interest reaction towards sovereign credit ratings and examine of countries that experienced severe rating changes. In this bulletin, big thr
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Nedeljkovic, Milan, and Nikola Vasiljevic. "EMERGING FOREIGN EXCHANGE MARKETS AND MONETARY POLICY IN EURO AREA: EVIDENCE FROM THE CRISIS." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.s.p.2020.11.

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We examine how emerging market (EM) foreign exchange (FX) markets respond to innovations in the monetary policy in advanced economies over the crisis period. We focus on the case of the European Central Bank (ECB) which pursued a combination of different policies during the Eurozone sovereign crisis. In a new econometric framework, we identify responses of foreign exchange markets in three EM economies (Hungary, Poland and Turkey) to different types of ECB policies. We find weak effect of the ECB’s Euro liquidity provisions on the EM foreign exchange markets. In contrast, while the ECB’s forei
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Reports on the topic "Sovereign bond markets"

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Burger, John, Francis Warnock, and Veronica Cacdac Warnock. The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23628.

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Flandreau, Marc, Juan Flores, Norbert Gaillard, and Sebastián Nieto-Parra. The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15128.

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Payment Systems Report - June of 2020. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/rept-sist-pag.eng.2020.

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With its annual Payment Systems Report, Banco de la República offers a complete overview of the infrastructure of Colombia’s financial market. Each edition of the report has four objectives: 1) to publicize a consolidated account of how the figures for payment infrastructures have evolved with respect to both financial assets and goods and services; 2) to summarize the issues that are being debated internationally and are of interest to the industry that provides payment clearing and settlement services; 3) to offer the public an explanation of the ideas and concepts behind retail-value paymen
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Financial Stability Report - September 2015. Banco de la República, 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.

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From this edition, the Financial Stability Report will have fewer pages with some changes in its structure. The purpose of this change is to present the most relevant facts of the financial system and their implications on the financial stability. This allows displaying the analysis more concisely and clearly, as it will focus on describing the evolution of the variables that have the greatest impact on the performance of the financial system, for estimating then the effect of a possible materialization of these risks on the financial health of the institutions. The changing dynamics of the ri
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