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, Yesica Tatiana Lara-Silva, Alejandro Alberto Vargas-Villamil, Lina Romero-Chaparro
Jesús Alonso Botero-García, Ligia Alba Melo-Becerra, Cristian Castrillón Gaviria, Daniela Gallo
Hernando Vargas-Herrera
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