Cuba, Walter; Rodriguez-Martinez, Anahi; Chavez, Diego A.; … - In: Latin American journal of central banking : LAJCB 2 (2021) 3, pp. 1-20
After the Global Financial Crisis (GFC), systemic risk measurement became crucial for policy makers as well as for … multilayer approach, which provides additional insights on the decomposition of systemic risk. In this paper, we apply a … multilayer network analysis to study systemic risk in the Peruvian banking system by utilizing DebtRank centrality. The main …