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
Autores Principales: | , |
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Formato: | Documento de trabajo (Working Paper) |
Lenguaje: | Español (Spanish) |
Publicado: |
Banco de la República
2015
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Materias: | |
Acceso en línea: | http://repositorio.banrep.gov.co/handle/20.500.12134/6166 |