Cuba, Walter; Rodriguez-Martinez, Anahi; Chavez, Diego A.; … - In: Latin American journal of central banking : LAJCB 2 (2021) 3, pp. 1-20
After the Global Financial Crisis (GFC), systemic risk measurement became crucial for policy makers as well as for academics. We have witnessed an important increase in the number of methodologies proposed. Among such proposals, DebtRank arose as perhaps one of the most relevant in this context,...
