Anomaly-detection methods are aimed at identifying observations that deviate manifestly from what is expected. Such methods are usually run on low-dimensional data, such as time series data. However, the increasing importance of high-dimensional payments and exposure data for financial oversight...

The balance sheet is a snapshot that portraits the financial position of a firm at a specific point of time. Under the reasonable assumption that the financial position of a firm is unique and representative, we use a basic artificial neural network pattern recognition method on Colombian banks'...

Three metrics are designed to assess Colombian financial institutions' size, connectedness and non-substitutability as the main drivers of systemic importance: (i) centrality as net borrower in the money market network; (ii) centrality as payments originator in the large-value payment system...