Bank of Colombia research studies intraday liquidity risk regulation

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A working paper published by the Central Bank of Colombia on April 12, finds that recent structural shifts in the intraday loan market are the result of long-term evolutionary processes, rather than a direct response to the shocks of the financial crisis.

Author Carlos León says that before the financial crisis, there was a general lack of focus on intraday loan risk, but that "structural changes" since the crisis have led to an increased focus on the intraday liquidity market.

The paper

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