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Identifying central bank liquidity super-spreaders in interbank funds networks

Evidence suggests that the Colombian interbank funds market is an inhomogeneous and hierarchical network in which a few financial institutions fulfill the role of "super-spreaders" of central bank liquidity among market participants. Results concur with e

Detalles Bibliográficos
Autores Principales: León-Rincón, Carlos Eduardo, Machado-Franco, Clara Lía, Sarmiento, Miguel
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2014
Materias:
G2 - Financial Institutions and Services
L14 - Transactional Relationships; Contracts and Reputation; Networks
E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit
Interbank
Monetary policy
Contagion
Networks
Super-spreader
Central bank
Mercado interbancario > Colombia
Redes financieras > Colombia
Estabilidad financiera > Colombia
Política monetaria > Colombia
Bancos centrales > Colombia
Bancos > Liquidez > Colombia
L14 - Relaciones de transacción; Contratos y reputación; Redes
E5 - Política monetaria, bancos centrales, oferta de dinero y crédito
G2 - Instituciones y servicios financieros
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/6103

Internet

http://repositorio.banrep.gov.co/handle/20.500.12134/6103

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