Usted está aquí

Back to top

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

Miércoles, 1 Abril 2015

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

Autores

Autores:

Lo más reciente

Eliana Rocío González-Molano, Ramón Eduardo Hernández-Ortega, Edgar Caicedo-García, Nicolás Martínez-Cortés, José Vicente Romero-Chamorro, Anderson Grajales
Knight Brian, Knight Brian, Ana María Tribín-Uribe
Leonardo Bonilla-Mejía, Leonardo Fabio Morales-Zurita, Didier Hermida Giraldo, Luz Adriana Flórez