Where can I find disaggregated interbank lending data (i.e. bank A lends to bank B x money at y rate)? I could only find data on interest rates.
I would accept LIBOR market data as well as any national data of a country with an internationally important banking sector.
I also checked some articles on the interbank market, but also faced difficulties finding such sources there. For instance this paper uses data from 1997-2001 on the Portuguese market from the Portuguese Central Bank, which is of lesser interest for me.