Yanquen, Eduardo; Livan, Giacomo; Montañez-Enriquez, … - In: Latin American journal of central banking : LAJCB 3 (2022) 2, pp. 1-15
Systemic risk analysis has become a very important undertaking in most central banks after the Global Financial Crisis (GFC). This paper describes the Colombian credit system of banks and firms as a bipartite network of lenders and borrowers. To such network, we apply a spectral method to...