A dynamic approach to intraday liquidity needs

Borradores de Economia
Number: 
877
Published: 
Classification JEL: 
D53, D85, E51, C63, G21, G23
Keywords: 
Human capital agglomeration, Social returns, Private returns, Externalities, Uncertainty, Fiscal policy
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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