A dynamic approach to intraday liquidity needs

This paper presents a methodology to estimate the intraday liquidity that systemically important entities (SIE) need to fulfill all its obligations in a timely fashion, when a simulated failure-to-pay from its main liquidity supplier by discretionary conc

Detalles Bibliográficos
Autores Principales: Cepeda-López, Freddy Hernán, Ortega-Castro, Fabio Gonzalo
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2015
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/6166