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Reliability analysis of the Federal Reserve automated payments systems

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Author Info
Apostolos Burnetas
Gregory Reynolds
James B. Thomson

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Abstract

This paper proposes an analytic framework for the reliability assessment of the automated payments systems used by the Federal Reserve Banks. The failure/recovery behavior of the system currently in operation is modeled as a continuous-time Markov process with varying levels of detail, and the availability is calculated for a wide range of component failure frequencies. Furthermore, alternative system configurations are proposed and analyzed.

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Publisher Info
Paper provided by Federal Reserve Bank of Cleveland in its series Financial Services working paper with number 97-03.

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Date of creation: 1997
Date of revision:
Handle: RePEc:fip:fedcfs:97-03

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Postal: 1455 East 6th St., Cleveland OH 44114
Phone: 216.579.2000
Web page: http://www.clevelandfed.org/
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Related research
Keywords: Federal Reserve banks - Automation;

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This page was last updated on 2009-12-6.


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