Identifying central bank liquidity super-spreaders in interbank funds networks

C León, C Machado, M Sarmiento - Journal of Financial Stability, 2018 - Elsevier
We model the allocation of central bank liquidity among the participants of the interbank
market by using network analysis' metrics. Our analytical framework considers that a super …

An early warning indicator system to monitor the unsecured interbank funds market

M Sarmiento, J Cely, C León - Research in International Business and …, 2017 - Elsevier
A core goal of regulators and financial authorities is to understand how market prices convey
information on the financial health of its participants. From this viewpoint we build an Early …

Interbank relationship lending revisited: Are the funds available at a similar price?

C León, J Miguélez - Research in International Business and Finance, 2021 - Elsevier
Under the market discipline hypothesis, monitoring by interbank lenders may induce
changes in either the price or availability of new interbank funds to borrower banks …

Interbank relationship lending: A network perspective

C León, J Miguélez - Physica A: Statistical Mechanics and its Applications, 2021 - Elsevier
Stable and strong unsecured lending relations among financial institutions have been
credited as the mainstay of interbank markets and financial stability. We measure how stable …

[PDF][PDF] Identifying central bank liquidity super-spreaders in interbank funds networks

CE León-Rincón, CL Machado-Franco, M Sarmiento - 2014 - repositorio.banrep.gov.co
- Bogotá - Colombia - Bogotá - Colombia - Bogotá - Colombia - Bogotá - Colombia - Bogotá
- Colombia - Bogotá - Colombia - Page 1 Page 2 Identifying central bank liquidity super-spreaders …

Riesgo de contagio en el mercado interbancario colombiano ante choques de liquidez. Un estudio de redes

EC Rodríguez Arango - 2024 - repository.eafit.edu.co
Theoretically, a financial system that is highly concentrated due to the level of interbank
transactions carried out by a group of agents is more sensitive to the so-called “contagion …

Identifying central bank liquidity super-spreaders in interbank funds networks

C Machado, NMS Paipilla, C León - 2015 - research.tilburguniversity.edu
We model the allocation of central bank liquidity among the participants of the interbank
market by using network analysis' metrics. Our analytical framework considers that a super …

Propuesta para reducir el riesgo en el otorgamiento de crédito a los clientes de la empresa Wiener Lab–sede Colombia

JK Cruz Linares - 2020 - repository.uniminuto.edu
Se presenta una propuesta para reducir el riesgo en el otorgamiento de crédito a los
clientes de la empresa Wiener Lab–sede Colombia, la cual es una empresa del sector …

[PDF][PDF] Monitoring the unsecured interbank funds market

M Sarmiento, J Cely, CE León-Rincón - 2015 - repositorio.banrep.gov.co
- Bogotá - Colombia - Bogotá - Colombia - Bogotá - Colombia - Bogotá - Colombia - Bogotá -
Colombia - Bogotá - Colombia - Page 1 Page 2 1 Monitoring the Unsecured Interbank Funds …

Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados

CG Sabogal - Ensayos sobre Política Económica, 2014 - Elsevier
En este trabajo se proponen dos tipos de contratos para los préstamos interbancarios con el
fin de que los bancos suavicen sus choques de liquidez a través del mercado interbancario …