Número:
800
Publicado:
Clasificación JEL:
D85, C63, E58, G28
Palabras clave:
Systemic Importance, systemic risk, Fuzzy Logic, principal component analysis
Lo más reciente
Julián Andrés Parra-Polanía, Carmiña Ofelia Vargas-Riaño
Christian Manuel Posso-Suárez, Jorge Tamayo, Arlen Guarín, Estefanía Saravia
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