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

Borradores de Economia
Número: 
881
Publicado: 
Clasificación JEL: 
E42, E44
Palabras clave: 
Furfine’s Method, Interbank, IBR, TIB

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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