Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures

Network analysis has been applied to identify systemically important financial institutions after the 2008 financial crisis. Such applications have stressed the importance of centrality within the too-connected-to-fail concept. Yet, despite their well-kno

Detalles Bibliográficos
Autores Principales: León-Rincón, Carlos Eduardo, Pérez-Villalobos, Jhonatan
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2013
Materias:
Hub
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5894
Descripción
Sumario:Network analysis has been applied to identify systemically important financial institutions after the 2008 financial crisis. Such applications have stressed the importance of centrality within the too-connected-to-fail concept. Yet, despite their well-kno