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An Exploration on Interbank Markets and the Operational Framework of Monetary Policy in Colombia

We set a dynamic stochastic model for the interbank daily market for funds in Colombia. The framework features exogenous reserve requirements and requirement period, competitive trading among heterogeneous commercial banks, daily open market operations he

Detalles Bibliográficos
Autores Principales: González-Sabogal, Camilo, Silva-Escobar, Luisa Fernanda, Vargas-Riaño, Carmiña Ofelia, Velasco-Martínez, Andrés Mauricio
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2013
Materias:
E44 - Financial Markets and the Macroeconomy
G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
E52 - Monetary Policy
Interbank Market
Overnight Rates
Reserve Demand
E44 - Mercados financieros y macroeconomía
E52 - Política monetaria
G21 - Bancos; Instituciones de depósito; Instituciones Microfinancieras; Hipotecas
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5922

Internet

http://repositorio.banrep.gov.co/handle/20.500.12134/5922

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