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
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2011-09-15
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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.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
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
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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
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