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Quantitative analysis of financial market infrastructures: further perspectives on financial stability

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Listed:
  • Laine, Tatu

Abstract

This simulator seminar book includes twelve chapters dealing with various aspects of quantitative analysis of financial market infrastructures. The topics include, among others, systemic risks, participant behavior, and new monitoring methods of various payment systems. The methodologies vary from payment system simulations to other types of quantitative analysis based e.g. on artificial neural networks as well as GARCH models. These studies have been presented in the Bank of Finland’s simulator seminars during 2012–2014.

Suggested Citation

  • Laine, Tatu (ed.), 2015. "Quantitative analysis of financial market infrastructures: further perspectives on financial stability," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2015_050.
    • Handle: RePEc:zbw:bofism:sm2015_050
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    File URL: https://www.econstor.eu/bitstream/10419/212983/1/e50-bof-sci-monographs.pdf
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    More about this item

    Keywords

    simulation; payment system; settlement system; liquidity; systemic risk; indicators; free riding; behavioral modeling; RTGS;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
    • C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
    • D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
    • D70 - Microeconomics - - Analysis of Collective Decision-Making - - - General
    • E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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