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Systemic Importance Index for Financial Institutions: A Principal Component Analysis approach
Authors
Murcia, Andrés
,
León, Carlos
Published 2012-07-01
Description:
“
...) these metrics allow the construction a
PCA
-based Systemic Importance Index, a valuable tool for financial...
”
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Author: León, Carlos
Institution
UNIVERSIDAD EXTERNADO DE COLOMBIA
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Colombia
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Author
León, Carlos
Murcia, Andrés
1
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Revista ODEON
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