Similar Search Results

Short-term liquidity contagion in the interbank market

León, Carlos; Martínez, Constanza; Cepeda L., Freddy - 2015

Persistent link: https://www.econbiz.de/10011579137

The cost of collateralized borrowing in the Colombian money market : does connectedness matter?

Martínez, Constanza; León, Carlos - In: Journal of financial stability 25 (2016), pp. 193-205

Persistent link: https://www.econbiz.de/10011704901

Implied Probabilities of Default from Colombian Money Market Spreads : The Merton Model under Equity Market Informational Constraints

León, Carlos - 2012

Informational constraints may turn the Merton Model for corporate credit risk impractical. Applying this framework to the Colombian financial sector is limited to four stock-market-listed firms; more than a hundred banking and non-banking firms are not listed.Within the same framework, firms'...

Persistent link: https://www.econbiz.de/10013097620

Do central counterparties reduce counterparty and liquidity risk? : empirical results

León, Carlos; Marino, Ricardo; Cadena, Carlos - In: Algorithmic finance 9 (2021) 1/2, pp. 24-34

Persistent link: https://www.econbiz.de/10013167477

The trade-off between liquidity risk and counterparty risk in money market networks

León, Carlos; Sarmiento, Miguel - In: The journal of financial market infrastructures 9 (2020) 2, pp. 27-53

Persistent link: https://www.econbiz.de/10012803304

Interbank relationship lending revisited: are the funds available at a similar price?

León, Carlos; Miguélez, Javier - 2021

Persistent link: https://www.econbiz.de/10012804183

Interbank relationship lending in Colombia

León, Carlos; Miguélez, Javier - 2020

Persistent link: https://www.econbiz.de/10012318968