Liquidity, risks and speed in payment and settlement systems : a simulation approach

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dc.contributor Suomen Pankki Leinonen, Harry 2014-09-22T09:55:33Z 2014-09-22T09:55:33Z 2005
dc.identifier.isbn 952-462-194-0
dc.identifier.issn 1238-1691
dc.description.abstract This publication consists of eleven separate studies on payment and settlement systems conducted using simulation techniques. Most have been carried out using the payment and settlement system simulators BoF-PSS1 or BoF-PSS2 provided by the Bank of Finland and presented at the simulator seminars arranged by the Bank. The main focus in the analyses is on liquidity requirements, settlement speed, gridlock situations, gridlock resolving methods, liquidity economising, systemic risk, and the impact of shocks on system performance. The studies look at systems in several countries and cover both RTGS and netting systems as well as securities settlement systems.
dc.format.extent 350 s.
dc.language.iso eng
dc.subject kansainvälinen
dc.subject stressitestaus
dc.subject Suomen Pankki
dc.subject pankkitoiminta
dc.subject maksujärjestelmät
dc.subject clearing/settlement
dc.subject arvopaperit
dc.subject maksut
dc.subject likviditeetti
dc.subject riskit
dc.subject SP
dc.subject selvitysjärjestelmät
dc.subject simulointi
dc.title Liquidity, risks and speed in payment and settlement systems : a simulation approach
dc.type Sarjajulkaisu
dc.identifier.urn URN:NBN:fi:bof-201408071701 Suomen Pankki. E Bank of Finland studies. E
dc.series.number 31
dc.series.sortingnumber 0031 28.1.2005
dc.type.okm C2

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