Número:
877
Publicado:
Clasificación JEL:
D53, D85, E51, C63, G21, G23
Palabras clave:
Large Value Payment System, Intraday Liquidity, Counterparty Stress Test, Discretionary Payments
Lo más reciente
Juan Sebastián Mariño-Montaña, Daniela Rodriguez-Novoa, Camilo Eduardo Sánchez-Quinto
Camilo Gómez, Mariana Escobar-Villarraga, Ligia Alba Melo-Becerra, Hector Manuel Zárate-Solano
This paper presents a methodology to estimate the intraday liquidity that systemically important entities (SIE) need to fulfill all its obligations in a timely fashion, when a simulated failure-to-pay from its main liquidity supplier by discretionary conc