Simulation analyses and stress testing of payment networks

Show full item record

Title: Simulation analyses and stress testing of payment networks
Author: Leinonen, Harry
Organization: Suomen Pankki
Series: Suomen Pankki. E
Series number: 42
Year of publication: 2009
Publication date: 1.12.2009
Pages: 345 s.
Keywords: maksujärjestelmät; clearing/settlement; järjestelmäriskit; likviditeetti; kansainvälinen; stressitestaus; Sveitsi; Unkari; Alankomaat; pankkitoiminta; BoF-PSS2; simulointi; maksuverkot;
Abstract: This publication consists of ten separate studies on payment and settlement systems employing simulation techniques. Most of these were carried out using the payment and settlement system simulator BoF-PSS2 provided by the Bank of Finland. The preliminary versions were presented at the annual simulator seminars arranged by the Bank in 2007 and 2008. The main focus of the analyses is on continuity arrangements, operational stability, liquidity requirements, liquidity economising, gridlock resolution, transaction queuing arrangements, network features and network topologies. The studies examine systems in several countries and cover different kinds of payment systems and regimes.

Files in this item

Total number of downloads: Loading...

Files Size Format View
163380.pdf 1.806Mb PDF View/Open

This item appears in the following Collection(s)

Show full item record