Identifying central bank liquidity super-spreaders in interbank funds networks

Número: 
816
DOI: 
http://doi.org/10.32468/be.816
Publicado: 
Authors:
Carlos León,
Clara Lía Machado-Franco,
Miguel Sarmiento
Clasificación JEL: 
E5, G2, L14
Palabras clave: 
Interbank, Monetary policy, Contagion, Networks
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Evidence suggests that the Colombian interbank funds market is an inhomogeneous and hierarchical network in which a few financial institutions fulfill the role of "super-spreaders" of central bank liquidity among market participants. Results concur with e