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Propuesta de un esquema de negociación para el mercado interbancario boliviano – elementos y aplicaciones de topología de redes y de teoría de juegos bayesianos estáticos

Author

Listed:
  • Jonnathan Cáceres Santos

    (Banco Central de Bolivia)

Abstract

Este trabajo propone un nuevo esquema de negociación de créditos de liquidez para el mercado interbancario boliviano (MI) como alternativa, en el marco de la modernización del sistema de pagos. El esquema propuesto busca promover una mayor participación de las entidades de intermediación financiera en el mercado interbancario bajo condiciones competitivas. Dadas las características propias de negociación en el MI, se emplearon elementos de topología de redes y teoría de juegos bayesianos estáticos para el diseño y la validación del esquema propuesto.

Suggested Citation

  • Jonnathan Cáceres Santos, 2017. "Propuesta de un esquema de negociación para el mercado interbancario boliviano – elementos y aplicaciones de topología de redes y de teoría de juegos bayesianos estáticos," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 26(1), pages 145-178, January-J.
    • Handle: RePEc:blv:journl:v:26:y:2017:i:1:p:145-178
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    More about this item

    Keywords

    Mercado interbancario; liquidez; teoría de juegos; topología de redes; política monetaria;
    All these keywords.

    JEL classification:

    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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