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Efficient algorithms for the clearing of interbank payments

Author

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  • Guntzer, Michael M.
  • Jungnickel, Dieter
  • Leclerc, Matthias

Abstract

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Suggested Citation

  • Guntzer, Michael M. & Jungnickel, Dieter & Leclerc, Matthias, 1998. "Efficient algorithms for the clearing of interbank payments," European Journal of Operational Research, Elsevier, vol. 106(1), pages 212-219, April.
  • Handle: RePEc:eee:ejores:v:106:y:1998:i:1:p:212-219
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    Cited by:

    1. Shafransky, Yakov M. & Doudkin, Alexander A., 2006. "An optimization algorithm for the clearing of interbank payments," European Journal of Operational Research, Elsevier, vol. 171(3), pages 743-749, June.
    2. repec:zbw:bofrdp:2001_009 is not listed on IDEAS
    3. repec:zbw:bofrdp:2003_023 is not listed on IDEAS
    4. Dr. Robert Oleschak & Dr. Thomas Nellen, 2013. "Does SIC need a heart pacemaker?," Working Papers 2013-10, Swiss National Bank.
    5. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator," Bank of Finland Research Discussion Papers 23/2003, Bank of Finland.
    6. Galbiati, Marco & Soramaki, Kimmo, 2010. "Liquidity-saving mechanisms and bank behaviour," Bank of England working papers 400, Bank of England.
    7. Bech, Morten L. & Soramäki, Kimmo, 2001. "Gridlock resolution in interbank payment systems," Research Discussion Papers 9/2001, Bank of Finland.
    8. Peñaloza, Rodrigo, 2009. "A duality theory of payment systems," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 679-692, September.
    9. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator," Research Discussion Papers 23/2003, Bank of Finland.

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