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dc.creatorCepeda-López, Freddy Hernán
dc.creatorOrtega-Castro, Fabio Gonzalo
dc.date.created2015-03-30
dc.date.issued2015-03-30
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/6166
dc.description.abstractThis paper presents a methodology to estimate the intraday liquidity that systemically important entities (SIE) need to fulfill all its obligations in a timely fashion, when a simulated failure-to-pay from its main liquidity supplier by discretionary conc
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 877
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleA dynamic approach to intraday liquidity needs
dc.typeWorking Paper
dc.subject.jelG23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
dc.subject.jelD53 - Financial Markets
dc.subject.jelD85 - Network Formation and Analysis: Theory
dc.subject.jelE51 - Money Supply; Credit; Money Multipliers
dc.subject.jelC63 - Computational Techniques; Simulation Modeling
dc.subject.jelG21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
dc.subject.keywordLarge value payment system
dc.subject.keywordIntraday liquidity
dc.subject.keywordCounterparty stress test
dc.subject.keywordDiscretionary payments
dc.subject.keywordSimulation
dc.subject.keywordDirect effect
dc.subject.keywordSecond-round effect
dc.subject.keywordFeedback effect
dc.subject.keywordNetwork topology
dc.subject.lembLiquidez (Economía) -- Mediciones -- Metodología
dc.subject.lembLiquidez (Economía) -- Mediciones -- Metodología -- Finlandia
dc.subject.lembLiquidez (Economía) -- Mediciones -- Metodología -- Colombia
dc.subject.lembSistema de pagos -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaD85 - Formación de redes y análisis: teoria
dc.subject.jelspaG21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
dc.subject.jelspaG23 - Instituciones financieras (excepto bancos); Instrumentos financieros; Inversores institucionales
dc.subject.jelspaD53 - Mercados financieros
dc.subject.jelspaE51 - Oferta monetaria; Crédito; Multiplicadores monetarios
dc.subject.jelspaC63 - Técnicas de computación; modelos de simulación
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.877
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 877
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/877.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/012686.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/6166
dc.creator.firmaFreddy Cepeda-Lopez
dc.source.handleRepecRePEc:col:000094:012686
dc.source.handleRepecRePEc:bdr:borrec:877


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit