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:
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Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5894
id oai:RI-BanRep:20.500.12134-5894
recordtype dspace
spelling oai:RI-BanRep:20.500.12134-58942019-04-16T16:23:36Z Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures León-Rincón, Carlos Eduardo Pérez-Villalobos, Jhonatan E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment Systems G2 - Financial Institutions and Services D85 - Network Formation and Analysis: Theory Financial market infrastructures Systemic risk Authority Hub Centrality HITS algorithm Too-connected-to-fail Mercado financiero Riesgo financiero Riesgo (Economía) Riesgo sistémico G2 - Instituciones y servicios financieros E42 - Sistemas monetarios; Patrones; Regímenes; Gobierno y sistema monetario; Sistemas de pago D85 - Formación de redes y análisis: teoria 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 2013-02-01 2013-02-01 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/5894 http://hdl.handle.net/20.500.12134/5894 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 754 https://ideas.repec.org/p/bdr/borrec/754.html https://ideas.repec.org/p/col/000094/010460.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República
institution Repositorio Institucional del Banco de la República de Colombia
collection DSpace
language Español (Spanish)
topic E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment Systems
G2 - Financial Institutions and Services
D85 - Network Formation and Analysis: Theory
Financial market infrastructures
Systemic risk
Authority
Hub
Centrality
HITS algorithm
Too-connected-to-fail
Mercado financiero
Riesgo financiero
Riesgo (Economía)
Riesgo sistémico
G2 - Instituciones y servicios financieros
E42 - Sistemas monetarios; Patrones; Regímenes; Gobierno y sistema monetario; Sistemas de pago
D85 - Formación de redes y análisis: teoria
spellingShingle E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment Systems
G2 - Financial Institutions and Services
D85 - Network Formation and Analysis: Theory
Financial market infrastructures
Systemic risk
Authority
Hub
Centrality
HITS algorithm
Too-connected-to-fail
Mercado financiero
Riesgo financiero
Riesgo (Economía)
Riesgo sistémico
G2 - Instituciones y servicios financieros
E42 - Sistemas monetarios; Patrones; Regímenes; Gobierno y sistema monetario; Sistemas de pago
D85 - Formación de redes y análisis: teoria
León-Rincón, Carlos Eduardo
Pérez-Villalobos, Jhonatan
Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures
description 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
format Documento de trabajo (Working Paper)
author León-Rincón, Carlos Eduardo
Pérez-Villalobos, Jhonatan
author_facet León-Rincón, Carlos Eduardo
Pérez-Villalobos, Jhonatan
author_sort León-Rincón, Carlos Eduardo
title Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures
title_short Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures
title_full Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures
title_fullStr Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures
title_full_unstemmed Authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures
title_sort authority centrality and hub centrality as metrics of systemic importance of financial market infrastructures
publisher Banco de la República
publishDate 2013
url http://repositorio.banrep.gov.co/handle/20.500.12134/5894
_version_ 1637305825985822720
score 11,365685