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...
Ourobjectiveistoidentifyinterbank(i.e.,non-collateralized)loansbetweenfinancialinstitutionsfromColombian 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 on financial...