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

2011-09-15

Authors

León-Rincón, Carlos Eduardo
Machado-Franco, Clara Lía

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ISBN

Document language

spa
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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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JEL Codes

D85 - Network Formation and Analysis: Theory
G28 - Financial Institutions and Services: Government Policy and Regulation
E58 - Central Banks and Their Policies
C63 - Computational Techniques; Simulation Modeling

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Keywords

Keywords

Systemic importance , Systemic risk , Fuzzy logic , Approximate reasoning , Too-connected-to-fail , Too-big-to-fail

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https://repositorio.banrep.gov.co/handle/20.500.12134/5686
 https://hdl.handle.net/20.500.12134/5686
 https://ideas.repec.org/p/bdr/borrec/669.html
 https://doi.org/10.32468/be.669

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Borradores de Economía

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