Buch
Simulation studies of liquidity needs, risks and efficiency in payment networks: Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006
Chapter 1 Harry Leinonen Introduction 9 Chapter 2 Kimmo Soramäki - Walter Beyeler - Morten Bech - Rober Glass New approaches for payment system simulation research 15 Chapter 3 Fabien Renault - Jean-Baptiste Pecceu From PNS to TARGET2: the cost of FIFO in RTGS payment system 41 Chapter 4 Neville M. Arjani Examining the tradeoff between settlement delay and intraday liquidity in Canada's LVTS: a simulation approach 87 Chapter 5 Kei Imakubo - James J. McAndrews Funding levels for the new accounts in the BOJ-NET 123 Chapter 6 Ana Lasaosa - Merxe Tudela Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach 149 Chapter 7 Stefan W Schmitz - Claus Puhr Risk concentration, network structure and contagion in the Austrian Real Time Interbank Settlement System 183 Chapter 8 Elisabeth Ledrut How can banks control their exposure to a failing participant? 227 Chapter 9 Darcey McVanel The impact of unanticipated defaults in Canada's Large Value Transfer System 253 Chapter 10 Matti Hellqvist - Heli Snellman Simulation of operational failures in equities settlement 283
- ISBN
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978-952-462-361-2
- Language
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Englisch
- Bibliographic citation
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Series: Scientific monographs ; No. E:39
- Classification
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Wirtschaft
- Subject
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Zahlungsverkehr
Clearing
Bankenliquidität
Risikomanagement
Systemrisiko
Simulation
OECD-Staaten
- Event
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Geistige Schöpfung
- (who)
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Leinonen, Harry
- Event
-
Veröffentlichung
- (who)
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Bank of Finland
- (where)
-
Helsinki
- (when)
-
2007
- Handle
- Last update
-
10.03.2025, 11:41 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Buch
Associated
- Leinonen, Harry
- Bank of Finland
Time of origin
- 2007
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Liquidity needs and liquidity costs of an instant payment system
A brief history of payment netting and settlement
Liquidity-saving mechanisms in collateral-based RTGS payment systems
Liquidity requirements and payment delays - participant type dependent preferences
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Payment and settlement systems in Finland 1995
Optimizing liquidity usage and settlement speed in payment systems
Liquidity, risks and speed in payment and settlement systems: a simulation approach
Payment system settlement and bank incentives
Systemic risk and liquidity in payment systems
The Liquidity Premium of Digital Payment Vehicle
How does liquidity affect consumer payment choice?
Liquidity needs and liquidity costs of an instant payment system
A brief history of payment netting and settlement
Liquidity-saving mechanisms in collateral-based RTGS payment systems
Liquidity requirements and payment delays - participant type dependent preferences
PAYMENT VOUCHERS
Payment and settlement systems in Finland 1995
Optimizing liquidity usage and settlement speed in payment systems
Liquidity, risks and speed in payment and settlement systems: a simulation approach
Payment system settlement and bank incentives
Systemic risk and liquidity in payment systems
The Liquidity Premium of Digital Payment Vehicle
How does liquidity affect consumer payment choice?
Liquidity needs and liquidity costs of an instant payment system
A brief history of payment netting and settlement
Liquidity-saving mechanisms in collateral-based RTGS payment systems
Liquidity requirements and payment delays - participant type dependent preferences