Liquidity-saving mechanisms and bank behaviour
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References listed on IDEAS
- Beyeler, Walter E. & Glass, Robert J. & Bech, Morten L. & Soramäki, Kimmo, 2007. "Congestion and cascades in payment systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 693-718.
- Kurt Johnson & James J. McAndrews & Kimmo Soramaki, 2004. "Economizing on liquidity with deferred settlement mechanisms," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 51-72.
- Kimmo Soramäki & Morten L. Bech & Christine Preisig, 2008. "Global trends in large-value payments," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Sep), pages 59-81.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marius Jurgilas & Antoine Martin, 2013.
"Liquidity-saving mechanisms in collateral-based RTGS payment systems,"
Annals of Finance,
Springer, vol. 9(1), pages 29-60, February.
- Marius Jurgilas & Antoine Martin, 2010. "Liquidity-saving mechanisms in collateral-based RTGS payment systems," Staff Reports 438, Federal Reserve Bank of New York.
- Jurgilas, Marius & Martin, Antoine, 2010. "Liquidity-saving mechanisms in collateral-based RTGS payment systems," Bank of England working papers 389, Bank of England.
- Ball, Alan & Denbee, Edward & Manning, Mark & Wetherilt, Anne, 2011. "Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation," Bank of England Financial Stability Papers 11, Bank of England.
- Norman, Ben, 2010. "Financial Stability Paper No 7: Liquidity Saving in Real-Time Gross Settlement Systems - an Overview," Bank of England Financial Stability Papers 7, Bank of England.
- Jonnathan Cáceres Santos and René Aldazosa Inchauste, 2013. "Analizando el riesgo sistémico en Bolivia: una aplicación de modelos de topología de redes y simulación al funcionamiento del Sistema de Pagos de Alto Valor," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 17(2(2012)-1), pages 45-80, January.
- Constanza Martínez & Freddy Cepeda, 2016. "Free-riding on Liquidity in the Colombian LVPS," Borradores de Economia 977, Banco de la Republica de Colombia.
- Ashwin Clarke & Jennifer Hancock, 2012. "Payment System Design and Participant Operational Disruptions," RBA Research Discussion Papers rdp2012-05, Reserve Bank of Australia.
More about this item
KeywordsPayment system; RTGS; liquidity-saving mechanism;
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
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