Borradores de Economia
Número:
877
Publicado:
Clasificación JEL:
D53, D85, E51, C63, G21, G23
Palabras clave:
Large Value Payment System, Intraday Liquidity, Counterparty Stress Test, Discretionary Payments
Lo más reciente
Jhorland Ayala-García, Jaime Bonet-Morón, Eduardo A. Haddad, Inácio F. Araújo
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Hans-Erik Edsand, Andrés Aleán-Romero, Jhorland Ayala-García, Tania Jiménez Castilla, Sandra C. Valencia
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