Borradores de Economia
Número:
881
Publicado:
Clasificación JEL:
E42, E44
Palabras clave:
Furfine’s Method, Interbank, IBR, TIB
Lo más reciente
Leonardo Fabio Morales, Diego Astorga-Rojas, Nicolas Guida-Johnson
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Leonardo Fabio Morales, Sergio Ocampo, Brenda Samaniego de la Parra
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