Simulation studies of liquidity needs, risks and efficiency in payment networks : Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005-2006
Leinonen, Harry (01.12.2007)
Numero
39Julkaisija
Suomen Pankki
2007
Julkaisun pysyvä osoite on
https://urn.fi/URN:NBN:fi:bof-201408071714Tiivistelmä
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
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