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
Mario Andrés Ramos-Veloza, Sara Naranjo-Saldarriaga, José Pulido
Rocío Clara Alexandra Mora-Quiñones, Antonio José Orozco-Gallo, Dora Alicia Mora-Pérez
Constanza Martínez-Ventura, Ligia Alba Melo-Becerra
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