Banco Central de Reserva del Perú Banco Central de Reserva del Perú Investigación Económica y Financiera
ES

Heat Map of the Peruvian Financial Market

By ; ; ; ; ;

December 2020

Language: Spanish

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Heat Map of the Peruvian Financial Market

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Keywords

  • alerta temprana
  • financial stability
  • heatmap

JEL Classification

  • G01
  • G12
  • G21
  • G23
  • G28

Abstract

The document proposes the creation of a heat map for the Peruvian financial market to serve as a tool for monitoring risks to financial stability, enabling the identification of potential vulnerabilities in the capital markets, the financial system, and the money market. Based on the methodology proposed by Aikman et al. (2017), the heat map developed for the Peruvian economy aims to characterize the episodes of financial stress that the Peruvian financial market has experienced over the past 15 years. Furthermore, the proposed heat map can be used as an early-warning tool to identify potential future financial stress events.