Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data

Borradores de Economia
Number: 
881
Published: 
Classification JEL: 
E42, E44
Keywords: 
Human capital agglomeration, Social returns, Private returns, Externalities, Uncertainty, Fiscal policy
Download document

The most recent

Reading Between the Lines: A Quantitative Analysis of Colombia’s Central Bank Minutes
Pedro Pablo Calderon-Camacho, Celina Gaitán-Maldonado, Nicolle Valentina Herrera-Pinto, Mario A. Ramos-Veloza
Inflation Drivers in Colombia: A Hemisphere Neural Network Approach
Franky Juliano Galeano-Ramírez, Nicolás Martínez-Cortés, Hernán Dario Perdomo-Sánchez, Marlon Salazar
Tax reforms and the labor market in an emerging market economy
Catalina Granda-Carvajal, Jesús Enrique Morales-Piñero

We identify interbank (i.e. non-collateralized) loans from the Colombian large-value payment system by implementing Furfine’s method. After identifying interbank loans from transactional data we obtain the interbank rates and claims without relying on fin