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Assessing the systemic risk in Rwandan banking sector using clustering approach
Item type: Journal Article • Journal: African Journal of Science, Technology, Innovation and Development • Authors: Patrick Mugenzi --- University of Rwanda, Rwanda Annie Uwimana --- University of Rwanda, RwandaThis article assessed the dynamics of homogeneity (similarities) among banks in Rwanda from 2017 to 2021 by utilizing agglomerative clustering techniques on a detailed breakdown of the banking system’s balance sheet structure. Specifically, we analyzed homogeneity in the banks’ portfolios,...
