Liquidity and Counterparty Risks Tradeoff in Money Market Networks

Número: 
936
DOI: 
http://doi.org/10.32468/be.936
Publicado: 
Authors:
Carlos León,
Miguel Sarmiento
Clasificación JEL: 
D85, E58, L14
Palabras clave: 
liquidity risk, counterparty risk, Network, Centralization
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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