Designing an expert knowledge-based Systemic Importance Index for financial institutions
Year of publication: |
2011-09-01
|
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Authors: | Léon, Carlos ; Machado, Clara |
Institutions: | BANCO DE LA REPÚBLICA |
Subject: | Systemic Importance | Systemic Risk | Fuzzy Logic | Approximate Reasoning | Too-connected-to-fail | Too-big-to-fail |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 4 pages long |
Classification: | D85 - Network Formation ; C63 - Computational Techniques ; E58 - Central Banks and Their Policies ; G28 - Government Policy and Regulation |
Source: |
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Designing an expert knowledge-based Systemic Importance Index for financial institutions
León, Carlos,
-
Systemic Importance Index for financial institutions: A Principal Component Analysis approach
León, Carlos, (2012)
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Systemic Importance Index for financial institutions: A Principal Component Analysis approach
León, Carlos Eduardo, (2012)
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Operational Risk Management using a Fuzzy Logic Inference System
Reveiz, Alejandro, (2009)
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Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
Léon, Carlos, (2012)
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Léon, Carlos,
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