@techreport{20.500.12134/5786,
author = {León-Rincón, Carlos Eduardo},
author = {Murcia, Andrés},
year = {2012},
month = {10},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/5786},
abstract = {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},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 741},
title = {Systemic importance index for financial institutions: a principal component analysis approach},
keywords = {Systemic importance},
keywords = {Systemic risk},
keywords = {Principal components analysis},
keywords = {Too-connected-to-fail},
keywords = {Too-big-to-fail},
doi = {https://doi.org/10.32468/be.741},
}