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Coronado-Garcia L.C.,Escuela Superior de Fisica y Matematicas | Perez-Leguizamo C.,Banco de Mexico
International Journal of Critical Computer-Based Systems | Year: 2011

A public key infrastructure (PKI) is a set of elements and procedures needed to manage digital certificates. A PKI must guarantee the reliability of its services, assuring the timeliness of its responses and the continuity of the service despite of the growth in the number of users and the presence of hardware or software failures. Avoiding duplication of public keys due to intentional or involuntary errors is mandatory in a PKI; hence, the verification of public keys uniqueness is a fundamental task. In this paper, we propose a model of a PKI deploying uniqueness verification based on autonomous decentralised systems (ADS) concepts, namely online expandability, online maintenance and fault tolerance. There are two main contributions of this paper; application of ADS concept in a PKI model and a software implementation of ADS architecture. © 2011 Inderscience Enterprises Ltd. Source


Guerrero V.M.,Autonomus Institute of Technology of Mexico | Silva E.,Northern University of Mexico | Gomez N.,Banco de Mexico
Journal of Forecasting | Year: 2014

We consider a forecasting problem that arises when an intervention is expected to occur on an economic system during the forecast horizon. The time series model employed is seen as a statistical device that serves to capture the empirical regularities of the observed data on the variables of the system without relying on a particular theoretical structure. Either the deterministic or the stochastic structure of a vector autoregressive error correction model of the system is assumed to be affected by the intervention. The information about the intervention effect is just provided by some linear restrictions imposed on the future values of the variables involved. Formulas for restricted forecasts with intervention effects and their mean squared errors are derived as a particular case of Catlin's static updating theorem. An empirical illustration uses Mexican macroeconomic data on five variables and the restricted forecasts consider targets for years 2011-2014. © 2013 John Wiley & Sons, Ltd. Source


Coronado-Garcia L.C.,Banco de Mexico | Perez-Leguizamo C.,Banco de Mexico
Proceedings - 2011 10th International Symposium on Autonomous Decentralized Systems, ISADS 2011 | Year: 2011

A main goal of a Public Key Infrastructure (PKI) is the management of digital certificates in order to bind public keys with respective user identities assuring the uniqueness of these public keys. A PKI must guarantee the reliability of its services, assuring the timeliness of its responses and the continuity of the service despite of the growth in the number of users and the presence of hardware or software failures. In this paper we propose a model of a PKI based on a Autonomous Decentralized System (ADS) paradigm, which satisfies the requirements described above. As a result of this reseach, we have implemented such a solution and it provides its services already. Source


Solorzano-Margain J.P.,Banco de Mexico | Martinez-Jaramillo S.,Banco de Mexico | Lopez-Gallo F.,Banco de Mexico
Computational Management Science | Year: 2013

Direct contagion has been widely studied in recent years and little evidence has been found to be relevant to the study of systemic risk. However, we argue that this limited contagion effect might be associated with a lack of relevant data. A common assumption for the estimation of the matrices of exposures is to apply the maximum entropy principle to deal with data gaps; such an assumption might lead to an underestimation of contagion risk. In this paper, there are no data gaps and the information set is extended from interbank exposures alone to exposures among most of the financial intermediaries in the Mexican financial system (we even include exposures to some international foreign banks). Naturally, the contagion risk of an extended network of exposures changes with respect to the interbank exposures network, as there are many more institutions which can be the source of contagion and there are more institutions which can fail due to contagion. The most important contribution of this paper is that it provides evidence on financial contagion with an extended exposures network under stressful conditions. The results presented here support the international efforts by the Bank for International Settlements, the International Monetary Fund and the Financial Stability Board to increase the amount of information available which can be used to assess systemic risk and contagion based on exposures and funding data. © 2013 Springer-Verlag Berlin Heidelberg. Source


Coronado-Garcia L.C.,Banco de Mexico | Gonzalez-Fuentes J.A.,Banco de Mexico | Hernandez-Torres P.J.,Banco de Mexico | Perez-Leguizamo C.,Banco de Mexico
Proceedings - 2011 10th International Symposium on Autonomous Decentralized Systems, ISADS 2011 | Year: 2011

Autonomous Decentralized System (ADS) has been proposed for providing on-line expansion and maintenance and also fault-tolerance. The associated architecture is composed by a Data Field (DF - on this element, the information is flowing among all the elements connected to it) and Autonomous Control Processors (ACP - part of an entity where the information coming from the DF is prepro-cessed and manages data consistency and fault tolerance) with their Application Software Module (ASM - part of an entity which processes the information belonging to its own tasks). We are developing an ADS Infrastructure that will permit us to integrate heterogeneous systems with the characteristics provided by this paradigm. We develop a Software-Based DF composed of Nodes. Each Node is a software application with a simple communication protocol and a basic management user interface. The nodes, all together, are responsible for forming a network communicating one with each others. The main task for each node is to identify any entity and redirect messages for delivery. In our infrastructure, the DF is the core of the architecture and since it is a software implementation there may exist several security risks such as intruders or apocryphal components which can pretend to belong to the system. In this paper we show the technology proposed for providing a secure DF which allows to identify and authenticate each component that pretends to connect to the DF. Source

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