Identifying interbank loans, rates, and claims networks from transactional data

Simple item page
dc.coverage.sucursalBogotáspa
dc.creatorLeón-Rincón, Carlos Eduardo
dc.creatorCely-Fernández, Jorge Humberto
dc.creatorCadena-Silva, Carlos Alberto
dc.creator.firmaCarlos León
dc.date.accessioned2015-04-17T08:30:10Zeng
dc.date.available2015-04-17T08:30:10Zspa
dc.date.created2015-04-17spa
dc.date.issued2015-04-17eng
dc.description.abstractWe identify interbank (i.e. non-collateralized) loans from the Colombian large-value payment system by implementing Furfine’s method. After identifying interbank loans from transactional data we obtain the interbank rates and claims without relying on fineng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6170spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6170spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.881spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/012716.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 881spa
dc.relation.numberBorrador 881spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/881.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:881spa
dc.subject.jelE44 - Financial Markets and the Macroeconomyeng
dc.subject.jelE42 - Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment Systemseng
dc.subject.jelspaE42 - Sistemas monetarios; Patrones; Regímenes; Gobierno y sistema monetario; Sistemas de pagospa
dc.subject.jelspaE44 - Mercados financieros y macroeconomíaspa
dc.subject.keywordFurfine's methodeng
dc.subject.keywordInterbankeng
dc.subject.keywordIBReng
dc.subject.keywordTIBeng
dc.subject.lembPréstamos bancarios -- Colombiaspa
dc.subject.lembMercado interbancario -- Colombiaspa
dc.subject.lembTasa interbancaria -- Colombiaspa
dc.subject.lembMercado de capitales -- Colombiaspa
dc.titleIdentifying interbank loans, rates, and claims networks from transactional dataeng
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

Files

Original bundle
Now showing 1 - 5 of 13
Thumbnail Image
Name:
be_881.pdf
Size:
1.57 MB
Format:
Adobe Portable Document Format
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6170/be_881.pdf
Description:
Borradores de Economia No. 881
Download
Thumbnail Image
Name:
BDE-881-001.JPG
Size:
157.54 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6170/BDE-881-001.JPG
Description:
Imagen 881-001
Download
Thumbnail Image
Name:
BDE-881-002.JPG
Size:
181.25 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6170/BDE-881-002.JPG
Description:
Imagen 881-002
Download
Thumbnail Image
Name:
BDE-881-003.JPG
Size:
75.79 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6170/BDE-881-003.JPG
Description:
Imagen 881-003
Download
Thumbnail Image
Name:
BDE-881-004.JPG
Size:
70.93 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/6170/BDE-881-004.JPG
Description:
Imagen 881-004
Download
License bundle
Now showing 1 - 1 of 1
Name:
license.txt
Size:
1.71 KB
Format:
Plain Text
Description:
Download

Collections

Borradores de Economía