The Colombian interbank funds market has a few key players that spread central bank liquidity among other financial institutions. This shows that traditional models of financial contagion may not be accurate for this type of network. The structure of these networks is complex and self-organizing. By studying these connections, researchers can identify which institutions are crucial for transmitting monetary policy and which ones pose the highest risk of contagion in the market. This information can help policymakers make better decisions to maintain financial stability.