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

2015-04-172015-04-172015-04-172015-04-17https://repositorio.banrep.gov.co/handle/20.500.12134/6170We 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 finPDFspaOpen AccessIdentifying interbank loans, rates, and claims networks from transactional dataWorking PaperE44 - Financial Markets and the MacroeconomyE42 - Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment SystemsFurfine's methodInterbankIBRTIBPréstamos bancarios -- ColombiaMercado interbancario -- ColombiaTasa interbancaria -- ColombiaMercado de capitales -- ColombiaAcceso abiertoAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0E42 - Sistemas monetarios; Patrones; Regímenes; Gobierno y sistema monetario; Sistemas de pagoE44 - Mercados financieros y macroeconomíaLas 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.https://hdl.handle.net/20.500.12134/6170