dc.coverage.sucursal	Bogotá	spa
dc.creator	Cepeda-López, Freddy Hernán	spa
dc.creator	Ortega-Castro, Fabio Gonzalo	spa
dc.creator.firma	Freddy Cepeda-Lopez	spa
dc.date.accessioned	2015-03-30T08:30:10Z	eng
dc.date.available	2015-03-30T08:30:10Z	spa
dc.date.created	2015-03-30	spa
dc.date.issued	2015-03-30	eng
dc.description.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	eng
dc.format.mimetype	PDF	spa
dc.identifier.handle	https://hdl.handle.net/20.500.12134/6166	spa
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/6166	spa
dc.language.iso	spa	spa
dc.publisher	Banco de la República	spa
dc.relation.doi	https://doi.org/10.32468/be.877	spa
dc.relation.dotec	https://ideas.repec.org/p/col/000094/012686.html	spa
dc.relation.ispartof	Documentos de Trabajo	spa
dc.relation.ispartofseries	Borradores de Economía	spa
dc.relation.isversionof	Borradores de Economía; No. 877	spa
dc.relation.number	Borrador 877	spa
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/877.html	spa
dc.rights.accessRights	Open Access	eng
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0	eng
dc.rights.disclaimer	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.	spa
dc.rights.spa	Acceso abierto	spa
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/	eng
dc.source.handleRepec	RePEc:bdr:borrec:877	spa
dc.subject.jel	G23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investors	eng
dc.subject.jel	D53 - Financial Markets	eng
dc.subject.jel	D85 - Network Formation and Analysis: Theory	eng
dc.subject.jel	E51 - Money Supply; Credit; Money Multipliers	eng
dc.subject.jel	C63 - Computational Techniques; Simulation Modeling	eng
dc.subject.jel	G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages	eng
dc.subject.jelspa	D85 - Formación de redes y análisis: teoria	spa
dc.subject.jelspa	G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas	spa
dc.subject.jelspa	G23 - Instituciones financieras (excepto bancos); Instrumentos financieros; Inversores institucionales	spa
dc.subject.jelspa	D53 - Mercados financieros	spa
dc.subject.jelspa	E51 - Oferta monetaria; Crédito; Multiplicadores monetarios	spa
dc.subject.jelspa	C63 - Técnicas de computación; modelos de simulación	spa
dc.subject.keyword	Large value payment system	eng
dc.subject.keyword	Intraday liquidity	eng
dc.subject.keyword	Counterparty stress test	eng
dc.subject.keyword	Discretionary payments	eng
dc.subject.keyword	Simulation	eng
dc.subject.keyword	Direct effect	eng
dc.subject.keyword	Second-round effect	eng
dc.subject.keyword	Feedback effect	eng
dc.subject.keyword	Network topology	eng
dc.subject.lemb	Liquidez (Economía) -- Mediciones -- Metodología	spa
dc.subject.lemb	Liquidez (Economía) -- Mediciones -- Metodología -- Finlandia	spa
dc.subject.lemb	Liquidez (Economía) -- Mediciones -- Metodología -- Colombia	spa
dc.subject.lemb	Sistema de pagos -- Colombia	spa
dc.title	A dynamic approach to intraday liquidity needs	eng
dc.type	Working Paper	eng
dc.type.hasversion	Published Version	eng
dc.type.spa	Documentos de trabajo	spa

A dynamic approach to intraday liquidity needs

Files

Original bundle

License bundle

Collections