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
Juliana Jaramillo-Echeverri, Andrea Sofía Otero-Cortés, Ana María Tribín-Uribe, Juanita Villaveces
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Jaime Alfredo Bonet-Moron, Jaime Andrés Collazos-Rodríguez, Karen Astrid Rubio-Ramírez, Adolfo Ramírez-Moreno, Andrés Felipe Parra-Solano
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