Número:
881
Publicado:
Clasificación JEL:
E42, E44
Palabras clave:
Furfine’s Method, Interbank, IBR, TIB
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Sergi Basco, Jair Neftali Ojeda-Joya
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Karina Acosta, Juliana Jaramillo-Echeverri, Daniel Lasso Jaramillo, Alejandro Sarasti-Sierra
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