A dynamic approach to intraday liquidity needs
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Borradores de Economía; No. 877
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2015-03-30
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2015-03-30
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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
This 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
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JEL Codes
G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
D53 - Financial Markets
D85 - Network Formation and Analysis: Theory
E51 - Money Supply; Credit; Money Multipliers
C63 - Computational Techniques; Simulation Modeling
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
D53 - Financial Markets
D85 - Network Formation and Analysis: Theory
E51 - Money Supply; Credit; Money Multipliers
C63 - Computational Techniques; Simulation Modeling
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
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Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
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