a systemic importance index may be intricate. The herein paper addresses the second challenge. The chosen approach is to … substitutability, where those metrics rely on a combination of balance sheet data and the application of network theory to large … Importance Index, a valuable tool for financial authorities' policy and decision-making; and (iii) confirm the importance of the …

knowledge to obtain a Systemic Importance Index.This method allows for combining dissimilar concepts in a non-linear, consistent … institution is within the financial system under analysis.The Index is a comprehensive relative assessment of each financial …

sheet data and the application of network theory to large-value payment system's information. The main results are the …' relative systemic importance; (ii) these metrics allow the construction a PCA-based Systemic Importance Index, a valuable tool …

The Arrow index of a fuzzy choice function C is a measure of the degree to which C satisfies the Fuzzy Arrow Axiom, a … C is full rational. We also obtain a method for computing A(C). The Arrow index allows to rank the fuzzy choice …, by the Arrow index the most rational one will be chosen. -- Fuzzy choice function ; revealed preference indicator …