Simulation studies of liquidity needs, risks and efficiency in payment networks : Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006
Show full item record
Title:
|
Simulation studies of liquidity needs, risks and efficiency in payment networks : Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006 |
ISBN:
|
978-952-462-360-5 |
Author:
|
Leinonen, Harry
|
Organization:
|
Suomen Pankki
|
Series:
|
Suomen Pankki. E
|
ISSN:
|
1238-1691
|
Series number:
|
39 |
Year of publication:
|
2007 |
Publication date:
|
1.12.2007 |
Pages:
|
320 s. |
Keywords:
|
clearing/settlement; maksujärjestelmät; riskit; Itävalta; tehokkuus; Japani; likviditeetti; Kanada; pankkitoiminta; maksuvaikeudet; Target; simulointi; |
Abstract:
|
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 |
Rights:
|
https://helda.helsinki.fi/bof/copyright
|
Files in this item
Total number of downloads: Loading...
This item appears in the following Collection(s)
Show full item record