Número:
936
Publicado:
Clasificación JEL:
D85, E58, L14
Palabras clave:
liquidity risk, counterparty risk, Network, Centralization

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Felipe Roldán-Ferrín, Julián Andrés Parra-Polanía
Nicol Valeria Rodríguez-Rodríguez, Hernán Dario Perdomo-Sánchez
We examine how liquidity is exchanged in different types of Colombian money market networks (i.e. secured, unsecured, and central bank's repo networks). Our examination first measures and analyzes the centralization of money market networks. Afterwards, b