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Title: Too big to fail? An analysis of the Colombian banking system through compositional data
Author: Vega Baquero, Juan David
Santolino, Miguel
Keywords: Operacions bancàries
Anàlisi de regressió
Bank transactions
Regression analysis
Issue Date: 29-Apr-2022
Publisher: Elsevier
Abstract: Although still incipient in economics and finance, compositional data analysis (in which relative information is more important than absolute values are) has become more relevant in statistical analysis in recent years. This article constructs a concentration index for financial/banking systems via compositional analysis to establish the potential existence of "too big to fail" financial entities (...)
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It is part of: Latin American Journal of Central Banking, 2022, vol. 3(2), num. 100060, p. 1-14
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ISSN: 2666-1438
Appears in Collections:Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)

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