Systemic importance index for financial institutions: a principal component analysis approach

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

Detalles Bibliográficos
Autores Principales: León-Rincón, Carlos Eduardo, Murcia, Andrés
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2012
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5786