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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dc.contributor Suomen Pankki
dc.contributor.author Leinonen, Harry
dc.date.accessioned 2014-09-25T09:50:37Z
dc.date.available 2014-09-22T09:55:37Z
dc.date.issued 2007
dc.identifier.isbn 978-952-462-360-5
dc.identifier.issn 1238-1691
dc.identifier.uri https://helda.helsinki.fi/bof/handle/123456789/9370
dc.description.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
dc.format.extent 320 s.
dc.language.iso eng
dc.rights https://helda.helsinki.fi/bof/copyright
dc.subject clearing/settlement
dc.subject maksujärjestelmät
dc.subject riskit
dc.subject Itävalta
dc.subject tehokkuus
dc.subject Japani
dc.subject likviditeetti
dc.subject Kanada
dc.subject pankkitoiminta
dc.subject maksuvaikeudet
dc.subject Target
dc.subject SP
dc.subject simulointi
dc.subject RP
dc.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
dc.type Sarjajulkaisu
dc.identifier.urn URN:NBN:fi:bof-201408071714
dc.series.name Suomen Pankki. E
dc.series.number 39
dc.series.sortingnumber 39
dc.date.publication 1.12.2007
dc.type.okm C2

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