Show simple item record

dc.creatorLeón-Rincón, Carlos Eduardo
dc.creatorSarmiento, Miguel
dc.date.created2016-04-08
dc.date.issued2016-04-08
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/6247
dc.description.abstractWe examine how liquidity is exchanged in different types of Colombian money market networks (i.e. secured, unsecured, and central bank's repo networks). Our examination first measures and analyzes the centralization of money market networks. Afterwards, b
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. 936
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleLiquidity and counterparty risks tradeoff in money market networks
dc.typeWorking Paper
dc.subject.jelD85 - Network Formation and Analysis: Theory
dc.subject.jelE58 - Central Banks and Their Policies
dc.subject.jelL14 - Transactional Relationships; Contracts and Reputation; Networks
dc.subject.keywordLiquidity risk
dc.subject.keywordCounterparty risk
dc.subject.keywordNetwork
dc.subject.keywordCentralization
dc.subject.keywordMoney market
dc.subject.lembRedes de mercado de capitales
dc.subject.lembRiesgo (Economía)
dc.subject.lembLiquidez (Economía)
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaL14 - Relaciones de transacción; Contratos y reputación; Redes
dc.subject.jelspaE58 - Bancos centrales y sus políticas
dc.subject.jelspaD85 - Formación de redes y análisis: teoria
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.936
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 936
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/936.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/6247
dc.creator.firmaCarlos León
dc.source.handleRepecRePEc:bdr:borrec:936


Files in this item

Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record

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