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Mercados interbancarios no colateralizados e información asimétrica: un mecanismo para lograr la participación plena de los bancos deficitarios cuando existen altos niveles y dispersión del riesgo de contraparte


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  • Camilo GOnzález


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    En este trabajo se proponen dos tipos de contratos para los préstamos interbancarios con el fin de que los bancos suavicen sus choques de liquidez a través del mercado interbancario. En particular, se estudia la situación en la que los bancos con faltantes de liquidez que tienen bajo riesgo de crédito abandonan el mercado debido a que la tasa de interés es alta en relación a su fuente alterna de financiamiento. La asimetría en la información acerca del riesgo de crédito impide que los bancos con excedentes de liquidez ajusten la tasa de interés considerando el riesgo de su contraparte. Dado lo anterior, se diseñan dos contratos para los créditos interbancarios que se diferencian en las tasas de interés cobradas. Así, siempre que un banco constituya un depósito podrá obtener liquidez a bajas tasas de interés; en la situación contraria la tasa será más elevada.

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    Bibliographic Info

    Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 758.

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    Length: 46
    Date of creation: Feb 2013
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    Handle: RePEc:bdr:borrec:758

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    Keywords: Mercado interbancario no colateralizado; información asimétrica; riesgo de crédito; choques de liquidez. Classification JEL: G11; G21; D82;

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