Macro-prudential assessment of Colombian financial institutions’ systemic importance

Citation data:

BANCO DE LA REPÚBLICA, BORRADORES DE ECONOMIA, No: 011105

Publication Year:
2013
Usage 208
Abstract Views 137
Downloads 71
Citations 4
Citation Indexes 4
Repository URL:
http://repositorio.banrep.gov.co/handle/20.500.12134/5940
RePec URLs:
https://ideas.repec.org/p/col/000094/011105.html; https://ideas.repec.org/p/bdr/borrec/800.html
Author(s):
León-Rincón, Carlos Eduardo; Machado-Franco, Clara Lía; Murcia, Andrés
Publisher(s):
Banco de la República
Tags:
C63 - Computational Techniques; Simulation Modeling; G28 - Financial Institutions and Services: Government Policy and Regulation; E58 - Central Banks and Their Policies; D85 - Network Formation and Analysis: Theory; Systemic importance; Systemic risk; Fuzzy Logic; Principal component analysis; Financial stability; Macro-prudential; Instituciones financieras -- Colombia; Indicadores financieros -- Colombia; Riesgo sistémico -- Colombia; Riesgo (Economía) -- Colombia; Estabilidad financiera -- Colombia; D85 - Formación de redes y análisis: teoria; G28 - Instituciones y servicios financieros: Política pública y regulación; E58 - Bancos centrales y sus políticas; C63 - Técnicas de computación; modelos de simulación; Systemic Importance, Systemic Risk, Fuzzy Logic, Principal Component Analysis, Financial Stability, Macro-prudential; Systemic Importance, Systemic Risk, Fuzzy Logic, Principal Component Analysis, Financial Stability, Macro-prudential.
paper description
This document presents an enhanced and condensed version of preceding proposals for identifying systemically important financial institutions in Colombia. Three systemic importance metrics are implemented: (i) money market net exposures network hub centra