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Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano

In: Política monetaria y estabilidad financiera en economías pequeñas y abiertas

Author

Listed:
  • Capera-Romero, Laura
  • Lemus-Esquivel, Juan Sebastián
  • Estrada, Dairo Ayiber

Abstract

Se analizan las relaciones crediticias del mercado interbancario no colaterizado en Colombia, los determinantes y los efectos sobre el riesgo de contagio, utilizando información entre diciembre 2009 y el mismo mes de 2012.

Suggested Citation

  • Capera-Romero, Laura & Lemus-Esquivel, Juan Sebastián & Estrada, Dairo Ayiber, 2015. "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 18, pages 559-616, Banco de la Republica de Colombia.
    • Handle: RePEc:bdr:bdrcap:2015-11-559-616
    DOI: 10.32468/Ebook.664-314-6
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    Cited by:

    1. León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018. "Identifying central bank liquidity super-spreaders in interbank funds networks," Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
    2. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
    3. Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
    4. León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Research in International Business and Finance, Elsevier, vol. 58(C).
    5. Sarmiento, Miguel & Cely, Jorge & León, Carlos, 2017. "An early warning indicator system to monitor the unsecured interbank funds market," Research in International Business and Finance, Elsevier, vol. 40(C), pages 114-128.
    6. Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 17-35, July.
    7. León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    8. León, C., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.

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    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
    • D59 - Microeconomics - - General Equilibrium and Disequilibrium - - - Other

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