Miguel Sarmiento

Tilburg University, CentER, European Banking Center (EBC)

Central Bank of Colombia

Economist

Carrera 7 #14-78

3551 de Bogotá

Colombia

http://www.banrep.gov.co/

SCHOLARLY PAPERS

15

DOWNLOADS

825

SSRN CITATIONS
Rank 33,607

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Top 33,607

in Total Papers Citations

5

CROSSREF CITATIONS

14

Scholarly Papers (15)

Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks

CentER Discussion Paper Series No. 2015-052, European Banking Center Discussion Paper Series No. 2015-010
Number of pages: 45 Posted: 14 Jun 2014 Last Revised: 11 Nov 2015
Carlos León, Clara Machado and Miguel Sarmiento
Banco de la República (Central Bank of Colombia), Central Bank of Colombia and Tilburg University, CentER, European Banking Center (EBC)
Downloads 61 (372,579)
Citation 3

Abstract:

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interbank, liquidity, monetary policy, financial stability, networks, super-spreader, central bank

Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks

Number of pages: 27 Posted: 23 Mar 2014 Last Revised: 28 May 2014
Carlos León, Clara Machado and Miguel Sarmiento
Banco de la República (Central Bank of Colombia), Central Bank of Colombia and Tilburg University, CentER, European Banking Center (EBC)
Downloads 45 (429,309)
Citation 1

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interbank, monetary policy, contagion, networks, super-spreader, central bank

2.

Banknote Printing at Modern Central Banking: Trends, Costs, and Efficiency

Money Affairs, Vol. 21, No. 2, pp. 217-262, 2008, Borradores de Economia Working Paper No. 476
Number of pages: 50 Posted: 02 Mar 2012
Jorge E. Galán and Miguel Sarmiento
Banco de España and Tilburg University, CentER, European Banking Center (EBC)
Downloads 95 (284,885)

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central banks, banknote printing, efficiency frontier, cost function, panel data, malmquist index

3.

Banknote Printing at Modern Central Banking: Trends, Costs and Efficiency

Money Affairs, Center for Latin American Monetary Studies, Vol. XXI, No. 2, pages 217-262
Number of pages: 152 Posted: 09 Mar 2010 Last Revised: 28 May 2014
Jorge Eduardo Galán Camacho and Miguel Sarmiento
affiliation not provided to SSRN and Tilburg University, CentER, European Banking Center (EBC)
Downloads 94 (286,862)

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Central Banks, Banknote Printing, Efficiency Frontier, Cost Function, Panel Data, Malmquist Index

4.

Too-Connected-To-Fail Institutions and Payments System’s Stability: Assessing Challenges for Financial Authorities

Borradores de Economia, No. 644, 2011
Number of pages: 46 Posted: 07 Jul 2012
Carlos León, Clara Machado, Freddy Cepeda and Miguel Sarmiento
Banco de la República (Central Bank of Colombia), Central Bank of Colombia, Central Bank of Colombia and Tilburg University, CentER, European Banking Center (EBC)
Downloads 87 (301,229)
Citation 6

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payments systems, too-connected-to-fail, too-big-to-fail, systemic risk, network topology, simulation, central bank liquidity

5.

The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia

Banco de Espana Working Paper No. 1537
Number of pages: 37 Posted: 08 Dec 2015
Miguel Sarmiento and Jorge E. Galán
Tilburg University, CentER, European Banking Center (EBC) and Banco de España
Downloads 81 (314,696)

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bank efficiency, Bayesian inference, heterogeneity, random parameters, risktaking, stochastic frontier models

6.

Heterogeneous Effects of Risk-Taking on Bank Efficiency: A Stochastic Frontier Model with Random Coefficients

Number of pages: 30 Posted: 08 Aug 2014
Miguel Sarmiento and Jorge E. Galán
Tilburg University, CentER, European Banking Center (EBC) and Banco de España
Downloads 65 (355,753)
Citation 3

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Bank Efficiency, Bayesian Inference, Heterogeneity, Random Parameters, Risk-Taking, Stochastic Frontier Models

7.

Nueva Evidencia sobre la Eficiencia de la Banca Colombiana: Una medición con modelos de frontera no-paramétricos (New Evidence on the Efficiency of the Colombian Banks: An Evaluation with Non-Parametric Frontier Models)

República de Colombia ARCHIVOS DE ECONOMÍA Documento 392
Number of pages: 49 Posted: 24 Mar 2014
Miguel Sarmiento, Andrés Cepeda, Hernando Mutis and Juan Pérez
Tilburg University, CentER, European Banking Center (EBC), Universidad de los Andes, Colombia, Universidad de los Andes, Colombia and Universidad de los Andes, Colombia
Downloads 50 (403,176)

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Frontera de Eficiencia, Sistema Financiero, Métodos no-paramétricos, Fusiones y Adquisiciones.

8.

Quantitative Fiscal Rule to Consolidate and Shield the Colombian Public Finances

Revista de Economía Institucional, Vol. 10, No. 19, Second Semester 2008
Number of pages: 42 Posted: 19 Dec 2008
Luis I. Lozano, Hernan Rincon, Miguel Sarmiento and Jorge Ramos
Banco de la Republica, Banco de la República, Tilburg University, CentER, European Banking Center (EBC) and Central Bank of Colombia
Downloads 45 (421,298)

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fiscal rules, credibility, anti-cyclical fiscal policy, stability, structural primary balance

9.

Liquidity and Counterparty Risks Tradeoff in Money Market Networks

CentER Discussion Paper Series No. 2016-017
Number of pages: 37 Posted: 21 Apr 2016
Carlos León and Miguel Sarmiento
Banco de la República (Central Bank of Colombia) and Tilburg University, CentER, European Banking Center (EBC)
Downloads 41 (436,761)

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liquidity risk, counterparty risk, network, centralization, money market

10.

Staff, Functions, and Staff Costs at Central Banks: An International Comparison with a Labor-Demand Model

Borradores de Economía, No. 419, Noviembre, 2006, Publicado en Money Affairs, Centro de Estudios Monetarios Latinoamericanos CEMLA, Vol. 20, No. 2, pp. 131-180, Jul-Dic, 2007
Number of pages: 43 Posted: 11 Mar 2010 Last Revised: 02 Mar 2012
Jorge E. Galán and Miguel Sarmiento
Banco de España and Tilburg University, CentER, European Banking Center (EBC)
Downloads 36 (457,711)

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Central Banking, Labor Demand, Modernization, Functions, Staff Costs, Panel Data, Random Effects

11.

Central Bank Economic Research: Output, Demand, Productivity, and Relevance

Money Affairs, Center for Latin American Monetary Studies, Vol. XXIII, No. 2, pages 211-240
Number of pages: 152 Posted: 09 Mar 2010 Last Revised: 28 May 2014
Miguel Sarmiento
Tilburg University, CentER, European Banking Center (EBC)
Downloads 35 (461,997)
Citation 2

Abstract:

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Central banks, economic research

12.

Liquidity Shocks, Market Discipline and Liquidity Risk: Evidence from the Interbank Market

Number of pages: 44 Posted: 05 May 2018 Last Revised: 13 May 2018
Miguel Sarmiento
Tilburg University, CentER, European Banking Center (EBC)
Downloads 33 (471,089)

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interbank markets, market discipline, liquidity risk, exogenous liquidity shocks, monetary policy, financial stability.

13.

The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia

CentER Discussion Paper No. 2015-036, European Banking Center No. 2015-008
Number of pages: 30 Posted: 07 Jul 2015
Miguel Sarmiento and Jorge Galán
Tilburg University, CentER, European Banking Center (EBC) and Banco de España
Downloads 27 (501,131)

Abstract:

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Bank Efficiency, Bayesian Inference, Heterogeneity, Random parameters, risk-taking, stochastic frontier models

14.

Impacto De Las Fusiones Y Adquisiciones En La Eficiencia De La Banca En Colombia (Impact of Mergers and Acquisitions on the Efficiency of Banking in Colombia)

Revista de Economía Institucional, vol. 20, n.º 38, primer semestre/2018, pp. 157-183
Number of pages: 27 Posted: 24 Apr 2018
Tilburg University, CentER, European Banking Center (EBC), Universidad de los Andes, Colombia, Universidad de los Andes, Colombia and Universidad del Rosario
Downloads 17 (560,419)

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efficiency frontier, financial system, non-parametric methods, fusions and acquisitions

15.

Borrowing Costs and the Role of Multilateral Development Banks: Evidence from Cross-Border Syndicated Bank Lending

IMF Working Paper No. 18/263
Number of pages: 45 Posted: 14 Jan 2019
Daniel Gurara, Andrea Presbitero and Miguel Sarmiento
International Monetary Fund (IMF), International Monetary Fund (IMF) and Tilburg University, CentER, European Banking Center (EBC)
Downloads 13 (585,676)

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Microfinance, Africa, inancial inclusion, loan expansion program, credit reference bureau, Financial inclusion, Microeconomic Analyses of Economic Development

Other Papers (2)

Total Downloads: 123
1.

Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos

Revista Ensayos Sobre Política Económica (ESPE), Vol. 29, No. 65, p. 109-175, Junio, 2011.
Number of pages: 41 Posted: 07 Jul 2012 Last Revised: 14 Jan 2019
Banco de la República (Central Bank of Colombia), Central Bank of Colombia, Tilburg University, CentER, European Banking Center (EBC), Central Bank of Colombia, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 78

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sistema de pago, riesgo sistémico, topología de redes, modelos de simulación, política monetaria, prestamista de Última instancia, too-connected-to-fail

2.

La Sostenibilidad Fiscal en Colombia: Un Enfoque desde las Reglas Fiscales

Planeación y Desarrollo, Vol. XXXVII, No. 2, pp. 77-109, 2006
Posted: 13 Mar 2010
Miguel Sarmiento
Tilburg University, CentER, European Banking Center (EBC)
Downloads 45

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Colombia, reglas fiscales, política fiscal, sostenibilidad de las finanzas públicas