Identifying central bank liquidity super-spreaders in interbank funds networks

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Borradores de Economía; No. 816

Date published

2014-04-28

Date

2014-04-28

Authors

León-Rincón, Carlos Eduardo
Machado-Franco, Clara Lía
Sarmiento, Miguel

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Document language

spa
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Las 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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

Evidence suggests that the Colombian interbank funds market is an inhomogeneous and hierarchical network in which a few financial institutions fulfill the role of "super-spreaders" of central bank liquidity among market participants. Results concur with e

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JEL Codes

G2 - Financial Institutions and Services
L14 - Transactional Relationships; Contracts and Reputation; Networks
E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit

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Keywords

Keywords

Interbank , Monetary policy , Contagion , Networks , Super-spreader , Central bank

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/6103
 https://hdl.handle.net/20.500.12134/6103
 https://ideas.repec.org/p/bdr/borrec/816.html
 https://doi.org/10.32468/be.816

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