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Measuring counterparty risk in FMIs
(15.12.2021)
BoF Economics Review 9/2021
BoF Economics Review 9/2021
This paper extends traditional payment system simulation analysis to counterparty liquidity risk exposures. The used stress test scenario corresponds to the counterparty stress scenario applied in the BCBS standard “Monitoring ...
Instant payments as a new normal : Case study of liquidity impacts for the Finnish market
(12.10.2021)
BoF Economics Review 7/2021
BoF Economics Review 7/2021
The amount of central bank money, or liquidity, needed to settle payments, depends on the way the settlement is organized. It is largest when payments are settled individually on gross basis and smallest with settlement ...