Systemic importance index for financial institutions: a principal component analysis approach
dc.coverage.sucursal | Bogotá | spa |
dc.creator | León-Rincón, Carlos Eduardo | |
dc.creator | Murcia, Andrés | |
dc.creator.firma | Carlos León | |
dc.date.accessioned | 2012-10-22T08:30:10Z | eng |
dc.date.available | 2012-10-22T08:30:10Z | |
dc.date.created | 2012-10-22 | |
dc.date.issued | 2012-10-22 | |
dc.description.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 | eng |
dc.format.mimetype | spa | |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5786 | spa |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5786 | |
dc.language.iso | spa | spa |
dc.publisher | Banco de la República | spa |
dc.relation.doi | https://doi.org/10.32468/be.741 | spa |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/010067.html | spa |
dc.relation.ispartof | Documentos de Trabajo | spa |
dc.relation.ispartofseries | Borradores de Economía | spa |
dc.relation.isversionof | Borradores de Economía; No. 741 | |
dc.relation.number | Borrador 741 | spa |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/741.html | spa |
dc.rights.accessRights | Open Access | eng |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 | eng |
dc.rights.disclaimer | 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. | spa |
dc.rights.spa | Acceso abierto | spa |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | eng |
dc.source.handleRepec | RePEc:col:000094:010067 | spa |
dc.subject.jel | C63 - Computational Techniques; Simulation Modeling | eng |
dc.subject.jelspa | G28 - Instituciones y servicios financieros: Política pública y regulación | spa |
dc.subject.keyword | Systemic importance | eng |
dc.subject.keyword | Systemic risk | eng |
dc.subject.keyword | Principal components analysis | eng |
dc.subject.keyword | Too-connected-to-fail | eng |
dc.subject.keyword | Too-big-to-fail | eng |
dc.subject.lemb | Instituciones financieras -- Evaluación -- Metodología | spa |
dc.subject.lemb | Riesgo sistémico | spa |
dc.subject.lemb | Análisis por componentes principales | spa |
dc.title | Systemic importance index for financial institutions: a principal component analysis approach | spa |
dc.type | Working Paper | eng |
dc.type.hasversion | Published Version | eng |
dc.type.spa | Documentos de trabajo | spa |
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