Landaberry, Victoria; Caccioli, Fabio; … - In: Latin American journal of central banking : LAJCB 2 (2021) 2, pp. 1-17
We propose to use a systemic risk metric for an extended network which includes the inter-bank network, the banks …-firms bipartite network, and the intrafirm exposures network in Uruguay. This is the first work, to the best of our knowledge, in … which the intra-firm exposures network is estimated with good accuracy by using information from a firm survey. Given that …