A dynamic approach to intraday liquidity needs
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- Koponen, Risto & Soramäki, Kimmo, 1998. "Intraday liquidity needs in a modern interbank payment system : A simulation approach," Scientific Monographs, Bank of Finland, number 1998_014.
- Ackermann, Josef, 2008. "The subprime crisis and its consequences," Journal of Financial Stability, Elsevier, vol. 4(4), pages 329-337, December.
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"Designing an expert knowledge-based Systemic Importance Index for financial institutions,"
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669, Banco de la Republica de Colombia.
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- Carlos León & Constanza Martínez-Ventura & Freddy Cepeda-López, 2019.
"Short-Term Liquidity Contagion in the Interbank Market,"
Revista Cuadernos de Economía,
Universidad Nacional de Colombia -FCE - CID, vol. 38(76), pages 51-80, January.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 920, Banco de la Republica de Colombia.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," BORRADORES DE ECONOMIA 014167, BANCO DE LA REPÚBLICA.
- Leon Rincon, C.E. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Discussion Paper 2016-018, Tilburg University, Center for Economic Research.
- Carlos A. Arango & Freddy H. Cepeda, 2016. "Non-monotonic Tradeoffs of Tiering in a Large Value Payment System," Borradores de Economia 946, Banco de la Republica de Colombia.
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KeywordsLarge value payment system; intraday liquidity; counterparty stress test; discretionary payments; simulation; direct effect; second-round effect; feedback effect; network topology.;
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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