Systemic importance index for financial institutions: a principal component analysis approach

dc.coverage.sucursalBogotáspa
dc.creatorLeón-Rincón, Carlos Eduardo
dc.creatorMurcia, Andrés
dc.creator.firmaCarlos León
dc.date.accessioned2012-10-22T08:30:10Zeng
dc.date.available2012-10-22T08:30:10Z
dc.date.created2012-10-22
dc.date.issued2012-10-22
dc.description.abstractAs 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 imeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5786spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5786
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.741spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/010067.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 741
dc.relation.numberBorrador 741spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/741.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:010067spa
dc.subject.jelC63 - Computational Techniques; Simulation Modelingeng
dc.subject.jelspaG28 - Instituciones y servicios financieros: Política pública y regulaciónspa
dc.subject.keywordSystemic importanceeng
dc.subject.keywordSystemic riskeng
dc.subject.keywordPrincipal components analysiseng
dc.subject.keywordToo-connected-to-faileng
dc.subject.keywordToo-big-to-faileng
dc.subject.lembInstituciones financieras -- Evaluación -- Metodologíaspa
dc.subject.lembRiesgo sistémicospa
dc.subject.lembAnálisis por componentes principalesspa
dc.titleSystemic importance index for financial institutions: a principal component analysis approachspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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