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
Autores Principales: | , |
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Banco de la República
2012
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Materias: | |
Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/5786 |