Systemic Importance Index for Financial Institutions: A Principal Component Analysis approach

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. This paper applies Principal Components Analysis to some metrics for assessing size, connectedness and substitut...

Full description

Autores:

León, Carlos
Murcia, Andrés

Tipo de recurso:

Article of journal

Fecha de publicación:

2012

Institución:

Universidad Externado de Colombia

Repositorio:

Biblioteca Digital Universidad Externado de Colombia

Idioma:

spa

OAI Identifier:

oai:bdigital.uexternado.edu.co:001/7450

Acceso en línea:

https://bdigital.uexternado.edu.co/handle/001/7450
https://revistas.uexternado.edu.co/index.php/odeon/article/view/3699

Palabra clave:

Systemic Importance
Systemic Risk
Principal Components Analysis
Too-connected-to-fail
Too-big-to-fail.

Rights

openAccess

License

http://purl.org/coar/access_right/c_abf2