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

18

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1,230

SSRN CITATIONS
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15

CROSSREF CITATIONS

14

Scholarly Papers (18)

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: 22 Aug 2022
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 71 (472,777)
Citation 12

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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 53 (547,994)

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

2.

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 124 (328,434)
Citation 8

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

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 122 (332,275)

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

4.

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 Galán and Miguel Sarmiento
Banco de España and Tilburg University, CentER, European Banking Center (EBC)
Downloads 106 (366,536)

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

Forward Looking Loan Provisions: Credit Supply and Risk-Taking

CentER Discussion Paper Series No. 2020-027, European Banking Center Series No. 2020-002
Number of pages: 52 Posted: 17 Nov 2020
Board of Governors of the Federal Reserve System, University of Navarra, IESE Business School, Imperial College London, Independent and Tilburg University, CentER, European Banking Center (EBC)
Downloads 91 (408,023)

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Loan provisions, IFRS9, ECL, corporate real and credit supply effects of accounting, bank risk-taking

Forward Looking Loan Provisions: Credit Supply and Risk-Taking

CEPR Discussion Paper No. DP15278
Number of pages: 55 Posted: 22 Sep 2020
Board of Governors of the Federal Reserve System, University of Navarra, IESE Business School, Imperial College London, Independent and Tilburg University, CentER, European Banking Center (EBC)
Downloads 1 (983,694)
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bank risk-taking, corporate real and credit supply effects of accounting, ECL, IFRS9, loan provisions

6.

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 Galán
Tilburg University, CentER, European Banking Center (EBC) and Banco de España
Downloads 89 (410,159)

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

7.

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 Galán
Tilburg University, CentER, European Banking Center (EBC) and Banco de España
Downloads 81 (433,970)
Citation 4

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

8.

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 68 (477,728)

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

9.

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 64 (492,931)

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

10.

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 57 (521,136)
Citation 2

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Central banks, economic research

11.

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 56 (525,513)
Citation 4

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

12.

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 Galán and Miguel Sarmiento
Banco de España and Tilburg University, CentER, European Banking Center (EBC)
Downloads 55 (529,783)

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

13.

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 52 (543,045)

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

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 46 (571,653)

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

15.

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

Emerging Markets Review, Vol. 32, 2017
Number of pages: 30 Posted: 07 Jul 2015 Last Revised: 07 Mar 2020
Miguel Sarmiento and Jorge Galán
Tilburg University, CentER, European Banking Center (EBC) and Banco de España
Downloads 37 (620,239)
Citation 1

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Bank efficiency, Bayesian inference, heterogeneity, random parameters, risk-taking, stochastic frontier models

16.

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 30 (664,240)
Citation 1

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

17.

The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy

CentER Discussion Paper Nr. 2021-028, European Banking Center Discussion Paper Nr. 2021-003
Number of pages: 58 Posted: 19 Oct 2021 Last Revised: 26 Oct 2021
International Monetary Fund (IMF), Central Bank of Colombia, Central Bank of Colombia and Tilburg University, CentER, European Banking Center (EBC)
Downloads 27 (685,416)

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Bank-lending channel; internationalization of banks, banks’ business models, monetary policy, bank risk-taking, macroprudential FX regulation

18.

Estimating the Direct Impact of Bank Liquidity Shocks on the Real Economy: Evidence from Letter‐of‐Credit Import Transactions in Colombia

Review of International Economics, Vol. 27, Issue 5, pp. 1510-1536, 2019
Number of pages: 27 Posted: 06 Jun 2020
JeaBin Ahn and Miguel Sarmiento
Seoul National University and Tilburg University, CentER, European Banking Center (EBC)
Downloads 0 (954,849)
Citation 1

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Other Papers (2)

Total Downloads: 249
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 Independent
Downloads 156

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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 93

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