Borradores de Economia
Número:
800
Publicado:
Clasificación JEL:
D85, C63, E58, G28
Palabras clave:
Systemic Importance, systemic risk, Fuzzy Logic, principal component analysis
Lo más reciente
Carola Müller, Matias Ossandon Busch, Miguel Sarmiento, Freddy A. Pinzón-Puerto
Francisco Javier Lasso-Valderrama, Mario Andrés Ramos-Veloza
Diego Fernando Cuesta-Mora, Gómez-Molina Andrés Camilo
This document presents an enhanced and condensed version of preceding proposals for identifying systemically important financial institutions in Colombia. Three systemic importance metrics are implemented: (i) money market net exposures network hub centra