Intraday liquidity needs in a modern interbank payment system : A simulation approach
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References listed on IDEAS
- Leinonen, Harry, 1998. "Interbank funds transfer systems : Liquidity needs, counterparty risks and collateral," Research Discussion Papers 16/1998, Bank of Finland.
- Craig Furfine & Jeff Stehm, 1997. "Analyzing alternative intraday credit policies in real-time gross settlement systems," Finance and Economics Discussion Series 1997-40, Board of Governors of the Federal Reserve System (US), revised 1997.
- Calomiris, Charles W & Kahn, Charles M, 1996.
"The Efficiency of Self-Regulated Payments Systems: Learning from the Suffolk System,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 28(4), pages 766-797, November.
- Charles W. Calomiris & Charles M. Kahn, 1996. "The efficiency of self-regulated payments systems: learning from the Suffolk System," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 766-803.
- Charles W. Calomiris & Charles M. Kahn, 1996. "The Efficiency of Self-Regulated Payments Systems: Learning From the Suffolk System," NBER Working Papers 5442, National Bureau of Economic Research, Inc.
- Angelini, P. & Giannini, C., 1993. "On the Economics of Interbank Payment Systems," Papers 193, Banca Italia - Servizio di Studi.
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- Iori, G. & Deissenberg, C., 2008. "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture," Working Papers 08/03, Department of Economics, City University London.
- Kimmo Soramaki & James J. McAndrews & Kurt Johnson, 2004. "Economizing on liquidity with deferred settlement mechanisms," Economic Policy Review, Federal Reserve Bank of New York, issue dec, pages 51-72.
- Michele Manna & Carmela Iazzetta, 2009. "The topology of the interbank market: developments in Italy since 1990," Temi di discussione (Economic working papers) 711, Bank of Italy, Economic Research and International Relations Area.
- A. Larionov V. & E. Salina S. & А. Ларионов В. & Е. Салина С., 2019. "Регулирование и оценка рисков деятельности платежных систем // Regulation and Risk Assessment of Payment Systems," Управленческие науки // Management Science, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 9(3), pages 40-55.
- Freddy Cepeda L. & Fabio Ortega C., 2015. "A dynamic approach to intraday liquidity needs," BORRADORES DE ECONOMIA 012686, BANCO DE LA REPÚBLICA.
- 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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