Diagnostics for the financial markets : computational studies of payment system : Simulator Seminar Proceedings 2009-2011
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Title:
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Diagnostics for the financial markets : computational studies of payment system : Simulator Seminar Proceedings 2009-2011 |
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ISBN:
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978-952-462-813-6 |
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Author:
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Hellqvist, Matti
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Laine, Tatu
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Organization:
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Suomen Pankki
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Series:
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Suomen Pankki. E
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ISSN:
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1798-1085
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Series number:
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45 |
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Year of publication:
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2012 |
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Publication date:
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30.8.2012 |
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Pages:
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466 s. |
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Subject (yso):
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rahoitusmarkkinat; pankit; riskit; maksujärjestelmät
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Keywords:
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clearing/settlement; järjestelmäriskit; likviditeetti; indikaattorit; rahamarkkinat; pankkitoiminta; korot; maksut; kansainvälinen; Italia; Meksiko; Kolumbia; mittaus; RTGS; TARGET2; ReGIS
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Abstract:
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Chapter 1
Matti Hellqvist - Tatu Laine
Introduction 9
Chapter 2
Klaus Abbink - Ronald Bosman - Ronald Heijmans - Frans van Winden
Disruptions in large value payment systems: An experimental approach 15
Chapter 3
Edward Denbee - Rodney Garratt - Peter Zimmerman
Methods for evaluating liquidity provision in real-time gross settlement payment systems 53
Chapter 4
Ronald Heijmans - Richard Heuver
Is this bank ill? The diagnosis of doctor TARGET2 77
Chapter 5
Tatu Laine - Tuomas Nummelin - Heli Snellman
Combining liquidity usage and interest rates on overnight loans: an oversight indicator 119
Chapter 6
Ronald Heijmans - Richard Heuver - Daniëlle Walraven
Monitoring the unsecured interbank money market using TARGET2 data 135
Chapter 7
Luca Arciero
Evaluating the impact of shocks to the supply of overnight unsecured money market funds on the TARGET2- Banca d'Italia functioning: a simulation study 169
Chapter 8
Ashwin Clarke - Jennifer Hancock
Participant operational disruptions: the impact of system design 193
Chapter 9
Horatiu Lovin
Systemically important participants in the ReGIS payment system 219
Chapter 10
Marc Pröpper - Iman van Lelyveld - Ronald Heijmans
Network dynamics of TOP payments 235
Chapter 11
Carlos León - Clara Machado - Freddy Cepeda - Miguel Sarmiento
Systemic risk in large value payments systems in Colombia: a network topology and payments simulation approach 267
Chapter 12
Horatiu Lovin - Andra Pineta
Operational risk in ReGIS - a systemically important payment system 315
Chapter 13
Robert Oleschak - Thomas Nellen
Does SIC need a heart pacemaker? 341
Chapter 14
Robert Arculus - Jennifer Hancock - Greg Moran
The impact of payment system design on tiering incentives 379
Chapter 15
Martin Diehl - Uwe Schollmeyer
Liquidity-saving mechanisms: quantifying the benefits in TARGET2 411
Chapter 16
Biliana Alexandrova-Kabadjova - Francisco Solís-Robleda
The Mexican experience in how the settlement of large payments is performed in the presence of high volume of small payments 431 |
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Note:
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ISSN 1798-1077 |
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Rights:
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https://helda.helsinki.fi/bof/copyright
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