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Título
Systemic risk and macro-financial interconnectedness using an FSAM framework
Autor
Facultad/Centro
Área de conocimiento
Título de la revista
Economic Systems Research
Número de la revista
4
Cita Bibliográfica
Belitski, M., Delgado-Márquez, B. L., y Pedauga, L. E. (2024). Your innovation or mine? The effects of partner diversity on product and process innovation. Journal of Product Innovation Management, 41(1), 112–137. https://doi.org/10.1111/JPIM.12696
Editorial
Taylor & Francis
Fecha
2023
ISSN
0953-5314
Resumen
[EN] Weprovide a general framework to assess the traceability of systemic
risk and macro interconnectedness to understand the financial risk
transmissions channels. Our contribution help address the information
need established in the DGI-2 in a FSAM-based model that fully
captures the interconnectedness between real and financial sectors.
Recent developments in the field of IO and SAM evaluations have led
to a renewed interest in the usage of linkage analysis to measure the
role that a sector play within the economy. Focusing on the backward
and forward linkage, hypothetical extraction method, and structural
path analysis, we show how feasible it is to include heterogeneous
financial institutions to study risk interactions effects on macroeconomic
outcomes. This paper’s proposal may be useful for thinking
about how micro-data and macro-aggregates can be incorporated
into the set of financial soundness indicators, allowing to obtain an
idea of the vulnerabilities of the financial sector.
Materia
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SI
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