Diagnostics for the financial markets : computational studies of payment system : Simulator Seminar Proceedings 2009-2011
Hellqvist, Matti; Laine, Tatu (30.08.2012)
Numero
45Julkaisija
Suomen Pankki
2012
Julkaisun pysyvä osoite on
https://urn.fi/URN:NBN:fi:bof-201408071682Tiivistelmä
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
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
Julkaisuhuomautus
ISSN 1798-1077