Systemic Risk Score: A Suggestion
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- Carlos León & Clara Machado & Andrés Murcia, 2013.
"Macro-prudential assessment of Colombian financial institutions’ systemic importance,"
Borradores de Economia
800, Banco de la Republica de Colombia.
- León, C. & Machado, C. & Murcia, A., 2014. "Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance," Discussion Paper 2014-040, Tilburg University, Center for Economic Research.
- Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," BORRADORES DE ECONOMIA 011105, BANCO DE LA REPÚBLICA.
- Michal Skorepa & Jakub Seidler, 2015.
"Capital buffers based on banks’ domestic systemic importance: selected issues,"
Journal of Financial Economic Policy,
Emerald Group Publishing, vol. 7(3), pages 207-220, August.
- Michal Skorepa & Jakub Seidler, 2014. "Capital Buffers Based on Banks' Domestic Systemic Importance: Selected Issues," Research and Policy Notes 2014/01, Czech National Bank, Research Department.
- Peter Sarlin & Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, January.
More about this item
KeywordsSystemic risk; score; G-SIFIs;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-10-11 (All new papers)
- NEP-BAN-2013-10-11 (Banking)
- NEP-CBA-2013-10-11 (Central Banking)
- NEP-RMG-2013-10-11 (Risk Management)
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