Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
Our objective is to identify interbank (i.e., non-collateralized) loans between financial institutions from Colombian large-value payment system data by implementing Furfine’s method. After identifying interbank loans from transactional data, we obtain the interbank rates and claims without relying...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Antioquia
2016-07-01
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| Series: | Lecturas de Economía |
| Subjects: | |
| Online Access: | https://revistas.udea.edu.co/index.php/lecturasdeeconomia/article/view/323676 |