Colombian paper finds ‘negligible’ contagion effects
Contagion in the interbank market poses no real threat to the Colombian financial system
The contagion effects caused by the default of a given financial institution in Colombia are "negligible", a working paper published by the Central Bank of Colombia suggests.
In Short Term Liquidity Contagion in the Interbank Market, Carlos León, Constanza Martínez and Freddy Cepeda measure the impact of the default of a given financial institution on "the short-term liquidity position of financial institutions across the entire interbank network" in Colombia.
"It is most likely that the small
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