Simulation studies of liquidity needs, risks and efficiency in payment networks : Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006

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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


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