Simulation studies of liquidity needs, risks and efficiency in payment networks : Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006
Finna-arvio
Simulation studies of liquidity needs, risks and efficiency in payment networks : Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006
136392.pdf
(Suomen Pankki)
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
Tallennettuna:
| Ulkoasu |
320 s. |
|---|---|
| Kieli |
englanti |
| Sarja | Bank of Finland. Scientific monographs. E 39 |
| Aiheet | |
| ISBN |
978-952-462-360-5 |