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RDP 2016-11: Identifying Interbank Loans from Payments Data
Equation
lim
T
→
∞
γ
^
i
=
E
[
γ
i
,
t
]
+
E
(
n
r
t
⋅
u
i
,
t
f
(
n
r
t
)
)
E
(
1
f
(
n
r
t
)
)
−
E
(
u
i
,
t
f
(
n
r
t
)
)
E
(
n
r
t
f
(
n
r
t
)
)
E
(
n
r
t
2
f
(
n
r
t
)
)
E
(
1
f
(
n
r
t
)
)
−
E
(
n
r
t
f
(
n
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)
)
2
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