Estimating financial institutions' intraday liquidity risk : a Monte Carlo simulation approach

Simple item page
dc.coverage.sucursalBogotáspa
dc.creatorLeón-Rincón, Carlos Eduardo
dc.creator.firmaCarlos León
dc.date.accessioned2012-04-15T08:30:10Zeng
dc.date.available2012-04-15T08:30:10Z
dc.date.created2012-04-15
dc.date.issued2012-04-15
dc.description.abstractThe most recent financial crisis unveiled that liquidity risk is far more important and intricate than regulation have conceived. The shift from bank-based to market-based financial systems and from Deferred Net Systems to liquidity-demanding Real-Time Greng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5726spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5726
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.703spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 703
dc.relation.numberBorrador 703spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/703.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:703spa
dc.subject.jelC63 - Computational Techniques; Simulation Modelingeng
dc.subject.jelspaG17 - Previsiones financieras y simulaciónspa
dc.subject.keywordPayments systemseng
dc.subject.keywordIntradayeng
dc.subject.keywordLiquidity riskeng
dc.subject.keywordBivariate poisson processeng
dc.subject.keywordMonte Carlo simulationeng
dc.subject.keywordLiquidity buffereng
dc.subject.keywordOversighteng
dc.subject.lembMétodo de Montecarlospa
dc.subject.lembCrisis financiera global, 2008-2009spa
dc.subject.lembLiquidez (Economía) -- 2008-2009spa
dc.subject.lembRiesgo financiero -- 2008-2009spa
dc.titleEstimating financial institutions' intraday liquidity risk : a Monte Carlo simulation approachspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

Files

Original bundle
Now showing 1 - 5 of 9
Thumbnail Image
Name:
be_703.pdf
Size:
1.26 MB
Format:
Adobe Portable Document Format
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5726/be_703.pdf
Description:
Borradores de Economia No. 703
Download
Thumbnail Image
Name:
BDE-703-001.JPG
Size:
89.12 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5726/BDE-703-001.JPG
Description:
Imagen 703-001
Download
Thumbnail Image
Name:
BDE-703-002.JPG
Size:
83.58 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5726/BDE-703-002.JPG
Description:
Imagen 703-002
Download
Thumbnail Image
Name:
BDE-703-003.JPG
Size:
78.99 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5726/BDE-703-003.JPG
Description:
Imagen 703-003
Download
Thumbnail Image
Name:
BDE-703-004.JPG
Size:
66.13 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
FILE
https://repositorio.banrep.gov.co/bitstream/handle/20.500.12134/5726/BDE-703-004.JPG
Description:
Imagen 703-004
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