La topología de redes como herramienta de seguimiento en el Sistema de Pagos de Alto Valor en Colombia
Author
Abstract
Suggested Citation
DOI: 10.32468/be.513
Download full text from publisher
Other versions of this item:
- Freddy Hernán Cepeda López, 2008. "La topología de redes como herramienta de Seguimiento en el sistema de Pagos de Alto Valor en Colombia," Borradores de Economia 4676, Banco de la Republica.
References listed on IDEAS
- Hajime Inaoka & Takuto Ninomiya & Ken Taniguchi & Tokiko Shimizu & Hideki Takayasu, 2004. "Fractal Network derived from banking transaction -- An analysis of network structures formed by financial institutions --," Bank of Japan Working Paper Series 04-E-4, Bank of Japan.
- Réka Albert & Hawoong Jeong & Albert-László Barabási, 1999. "Diameter of the World-Wide Web," Nature, Nature, vol. 401(6749), pages 130-131, September.
- Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Levy-Carciente, Sary & Kenett, Dror Y. & Avakian, Adam & Stanley, H. Eugene & Havlin, Shlomo, 2015. "Dynamical macroprudential stress testing using network theory," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 164-181.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hitoshi Hayakawa, 2020. "Liquidity in Financial Networks," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 253-301, January.
- Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
- González-Avella, Juan Carlos & de Quadros, Vanessa Hoffmann & Iglesias, José Roberto, 2016. "Network topology and interbank credit risk," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 235-243.
- Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
- Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2016.
"Evaluating systemic risk using bank default probabilities in financial networks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 66(C), pages 54-75.
- Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra, 2016. "Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks," Working Papers Series 426, Central Bank of Brazil, Research Department.
- Spiros Bougheas & Alan Kirman, 2015.
"Complex Financial Networks and Systemic Risk: A Review,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Pasquale Commendatore & Saime Kayam & Ingrid Kubin (ed.), Complexity and Geographical Economics, edition 127, pages 115-139,
Springer.
- Spiros Bougheas & Alan P. Kirman, 2014. "Complex Financial Networks and Systemic Risk: A Review," CESifo Working Paper Series 4756, CESifo.
- Spiros Bougheas & Alan Kirman, 2015. "Complex Financial Networks and Systemic Risk: A Review," Post-Print hal-01505785, HAL.
- Spiros Bougheas & Alan Kirman, 2014. "Complex Financial Networks and Systemic Risk: A Review," Discussion Papers 2014/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Glasserman, Paul & Young, H. Peyton, 2016. "Contagion in financial networks," LSE Research Online Documents on Economics 68681, London School of Economics and Political Science, LSE Library.
- Benjamin M. Tabak & Sergio R. S. Souza & Solange M. Guerra, 2013. "Assessing Systemic Risk in the Brazilian Interbank Market," Working Papers Series 318, Central Bank of Brazil, Research Department.
- Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Markets," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
- Eboli, Mario, 2019. "A flow network analysis of direct balance-sheet contagion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 205-233.
- Bougheas, Spiros, 2022. "Contagion in networks: Stability and efficiency," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 64-77.
- Pichler, Anton & Poledna, Sebastian & Thurner, Stefan, 2021.
"Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem,"
Journal of Financial Stability, Elsevier, vol. 52(C).
- Pichler, Anton & Poledna, Sebastian & Thurner, Stefan, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," INET Oxford Working Papers 2018-11, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Anton Pichler & Sebastian Poledna & Stefan Thurner, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," Papers 1801.10515, arXiv.org, revised Mar 2018.
- Mohd-Zaid, Fairul & Kabban, Christine M. Schubert & Deckro, Richard F. & White, Edward D., 2017. "Parameter specification for the degree distribution of simulated Barabási–Albert graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 141-152.
- Claus Puhr & Reinhardt Seliger & Michael Sigmund, 2012. "Contagiousness and Vulnerability in the Austrian Interbank Market," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 24, pages 62-78.
- Nils Detering & Thilo Meyer-Brandis & Konstantinos Panagiotou & Daniel Ritter, 2018. "Financial Contagion in a Generalized Stochastic Block Model," Papers 1803.08169, arXiv.org, revised Dec 2019.
- Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2023.
"Duality in Financial Networks,"
Other publications TiSEM
26750293-9599-4e05-9ae1-8, Tilburg University, School of Economics and Management.
- Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2023. "Duality in Financial Networks," Discussion Paper 2023-016, Tilburg University, Center for Economic Research.
- Elizaveta Danilova & Evgeny Rumyantsev & Ivan Shevchuk, 2018. "Review of the Bank of Russia – IMF Workshop 'Recent Developments in Macroprudential Stress Testing'," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 60-83, December.
- Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2014.
"Social networks and macroeconomic stability,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-40.
- Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2013. "Social networks and macroeconomic stability," Economics Discussion Papers 2013-4, Kiel Institute for the World Economy (IfW Kiel).
- Bargigli, Leonardo & Gallegati, Mauro, 2011.
"Random digraphs with given expected degree sequences: A model for economic networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
- Mauro Gallegati, 2011. "Random Digraphs with Given Expected Degree Sequences: A Model for Economic Networks," Post-Print hal-00989518, HAL.
- Feinstein, Zachary, 2020. "Capital regulation under price impacts and dynamic financial contagion," European Journal of Operational Research, Elsevier, vol. 281(2), pages 449-463.
More about this item
Keywords
redes; topología; interbancario; pagos; riesgo sistémico; CUD; Colombia;All these keywords.
JEL classification:
- E59 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Other
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G1 - Financial Economics - - General Financial Markets
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bdr:borrec:513. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Clorith Angélica Bahos Olivera (email available below). General contact details of provider: https://edirc.repec.org/data/brcgvco.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.