Designing an expert knowledge-based systemic importance index for financial institutions

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Borradores de Economía; No. 669
Date published
2011-09-15
Date of last update
2011-09-15
Author
León-Rincón, Carlos Eduardo
Machado-Franco, Clara Lía
Document language
spa
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Abstract
Defining whether a financial institution is systemically important (or not) is challenging due to (i) the inevitability of combining complex importance criteria such as institutions’ size, connectedness and substitutability; (ii) the ambiguity of what an
JEL Codes
D85 - Network Formation and Analysis: TheoryG28 - Financial Institutions and Services: Government Policy and RegulationE58 - Central Banks and Their PoliciesC63 - Computational Techniques; Simulation Modeling
Keywords
Systemic importance ; Systemic risk ; Fuzzy logic ; Approximate reasoning ; Too-connected-to-fail ; Too-big-to-fail ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5686
https://hdl.handle.net/20.500.12134/5686
https://doi.org/10.32468/be.669
https://ideas.repec.org/p/bdr/borrec/669.html
https://ideas.repec.org/p/col/000094/008953.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit