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An Identification Algorithm of Systemically Important Financial Institutions Based on Adjacency Information Entropy

Zhao, LH; Li, YJ; Wu, YJ

Wu, YJ (corresponding author), Natl Taiwan Normal Univ, Grad Inst Global Business & Strategy, 31 Shida Rd, Taipei 10645, Taiwan.; Wu, YJ (corresponding author), Natl Sun Yat Sen Univ, Business Management, Kaohsiung 80424, Taiwan.

COMPUTATIONAL ECONOMICS, ; ():

Abstract

The identification and supervision of systemically important financial institutions (SIFIs) are crucial for regulators to address systemic risks to th......

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