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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:
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
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5894

Internet

http://repositorio.banrep.gov.co/handle/20.500.12134/5894

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