Borradores de Economia
Número:
741
Publicado:
Clasificación JEL:
D85, C63, E58, G28
Palabras clave:
Systemic Importance, systemic risk, Principal Components Analysis, too-connected-to-fail
Lo más reciente
Diego Fernando Cuesta-Mora, Gómez-Molina Andrés Camilo
Andrés Nicolás Herrera-Rojas, David Camilo López-Valenzuela, Juan José Ospina-Tejeiro, Jesús Antonio Bejarano-Rojas
Jaime Alfredo Bonet-Moron, Yuri Carolina Reina-Aranza, Adriana Ortega, Ana Rosa Polanco
As a result of the most recent global financial crisis literature has embraced size, connectedness and substitutability as key indicators for financial institutions' systemic importance. Despite the intuitiveness of these concepts, identifying systemic im