Arbeitspapier
Systemic risk in the Danish interbank netting system
Central banks have become increasingly worried about systemic risks to the financial market and infrastructure stemming from payment systems. Failure to settle by a participant in a netting system can potentially jeopardize the settlement of other participants. The fear of a systemic crisis has been one of the primary motivations for the introduction of Real Time Gross Settlement systems around the world. This paper provides an assessment of the systemic risk inherent in the Danish interbank netting system. In accordance with similar empirical studies conducted in other European countries, the risk is found to be low.
- Sprache
-
Englisch
- Erschienen in
-
Series: Danmarks Nationalbank Working Papers ; No. 8
- Klassifikation
-
Wirtschaft
- Thema
-
payment system
systemic risk
netting
Zahlungsverkehr
Bankrisiko
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bech, Morten L.
Madsen, Bo
Natorp, Lone
- Ereignis
-
Veröffentlichung
- (wer)
-
Danmarks Nationalbank
- (wo)
-
Copenhagen
- (wann)
-
2002
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:46 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Bech, Morten L.
- Madsen, Bo
- Natorp, Lone
- Danmarks Nationalbank
Entstanden
- 2002
Ähnliche Objekte (12)
Systemic risk in interbank markets
Systemic risk in interbank markets
Contagion risk in the Danish Interbank market
Multi-layered interbank model for assessing systemic risk
Multi-layered interbank model for assessing systemic risk
Multi-layered interbank model for assessing systemic risk
Systemic risk in Danish banks: Implementing SRISK in a Danish context
Interbank exposures: an empirical examination of systemic risk in the Belgian banking system
The topology of Danish interbank money flows
Monetary policy implementation in an interbank network: effects on systemic risk
Monetary policy implementation in an interbank network: Effects on systemic risk
Systemic illiquidity in the interbank network
Systemic risk in interbank markets
Systemic risk in interbank markets
Contagion risk in the Danish Interbank market
Multi-layered interbank model for assessing systemic risk
Multi-layered interbank model for assessing systemic risk
Multi-layered interbank model for assessing systemic risk
Systemic risk in Danish banks: Implementing SRISK in a Danish context
Interbank exposures: an empirical examination of systemic risk in the Belgian banking system
The topology of Danish interbank money flows
Monetary policy implementation in an interbank network: effects on systemic risk
Monetary policy implementation in an interbank network: Effects on systemic risk
Systemic illiquidity in the interbank network
Systemic risk in interbank markets
Systemic risk in interbank markets
Contagion risk in the Danish Interbank market
Multi-layered interbank model for assessing systemic risk
Multi-layered interbank model for assessing systemic risk
Multi-layered interbank model for assessing systemic risk
Systemic risk in Danish banks: Implementing SRISK in a Danish context
Interbank exposures: an empirical examination of systemic risk in the Belgian banking system
The topology of Danish interbank money flows
Monetary policy implementation in an interbank network: effects on systemic risk
Monetary policy implementation in an interbank network: Effects on systemic risk