Too big to fail? An analysis of the Colombian banking system through compositional data
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...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2022 |
| País: | España |
| Institución: | Universidad de Barcelona |
| Repositorio: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/186174 |
| Acceso en línea: | https://hdl.handle.net/2445/186174 |
| Access Level: | acceso abierto |
| Palabra clave: | Operacions bancàries Anàlisi de regressió Colòmbia Bank transactions Regression analysis Colombia |
| Sumario: | 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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