La Impresión de Billetes en la Banca Central Moderna: Tendencias, Costos y Eficiencia

This research focuses in the development of a model capable to measure the probability of contagion among Ecuadorian banks caused by liquidity runs. The model uses econometric analysis based on quantitative data as well as qualitative data, such as expert opinions, in a novel treatment for this issu...

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Autor principal: Galán Camacho, Jorge Eduardo (author)
Outros Autores: Sarmiento Paipilla, Miguel (author)
Formato: article
Idioma:spa
Publicado em: 2007
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Acesso em linha:https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/183
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Resumo:This research focuses in the development of a model capable to measure the probability of contagion among Ecuadorian banks caused by liquidity runs. The model uses econometric analysis based on quantitative data as well as qualitative data, such as expert opinions, in a novel treatment for this issue. The applied methodology is also able to estimate minimal requirements of liquidity needed by the financial system in order to confront a widespread run of deposits as well as the expected time.