Is this bank ill? The diagnosis of doctor TARGET2
Download full text from publisher
References listed on IDEAS
- repec:ijc:ijcjou:y:2017:q:4:a:3 is not listed on IDEAS
- Klaus Abbink & Ronald Bosman & Ronald Heijmans & Frans van Winden, 2017.
"Disruptions in Large-Value Payment Systems: An Experimental Approach,"
International Journal of Central Banking,
International Journal of Central Banking, vol. 13(4), pages 63-95, December.
- Klaus Abbink & Ronald Bosman & Ronald Heijmans & Frans van Winden, 2010. "Disruptions in large value payment systems: An experimental approach," DNB Working Papers 263, Netherlands Central Bank, Research Department.
- Klaus Abbink & Ronald Bosman & Ronald Heijmans & Frans van Winden, 2010. "Disruptions in large value payment systems: An experimental approach," Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS) 10-11, School of Economics, University of East Anglia, Norwich, UK..
- Soramäki, Kimmo & Bech, Morten L. & Arnold, Jeffrey & Glass, Robert J. & Beyeler, Walter E., 2007. "The topology of interbank payment flows," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 317-333.
- Bech, Morten L. & Garratt, Rod, 2003.
"The intraday liquidity management game,"
Journal of Economic Theory,
Elsevier, vol. 109(2), pages 198-219, April.
- Bech, Morten L. & Garratt, Rod, 2001. "The Intraday Liquidity Management Game," University of California at Santa Barbara, Economics Working Paper Series qt0m6035wg, Department of Economics, UC Santa Barbara.
- Ronald Heijmans & Richard Heuver & Daniëlle Walraven, 2011. "Monitoring the unsecured interbank money market using TARGET2 data," DNB Working Papers 276, Netherlands Central Bank, Research Department.
- James J. McAndrews & Samira Rajan, 2000. "The timing and funding of Fedwire funds transfers," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 17-32.
- Q. Farooq Akram & Casper Christophersen, 2010. "Interbank overnight interest rates - gains from systemic importance," Working Paper 2010/11, Norges Bank.
- Cocco, João F. & Gomes, Francisco J. & Martins, Nuno C., 2009. "Lending relationships in the interbank market," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 24-48, January.
- Bech, Morten L. & Atalay, Enghin, 2010. "The topology of the federal funds market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5223-5246.
- Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008.
"A network analysis of the Italian overnight money market,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(1), pages 259-278, January.
- Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G., 2005. "A network analysis of the Italian oversight money market," Working Papers 05/05, Department of Economics, City University London.
- Morten L. Bech & Rodney J. Garratt, 2012.
"Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 44(5), pages 903-929, August.
- Morten L. Bech & Rod Garratt, 2006. "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports 239, Federal Reserve Bank of New York.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Triepels, Ron & Daniels, Hennie, 2016. "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Discussion Paper 2016-037, Tilburg University, Center for Economic Research.
- repec:cbi:qtbart:y:2017:m:04:p:46-61 is not listed on IDEAS
- Peter Heemeijer & Ronald Heijmans, 2015. "Central bank intervention in large value payment systems: An experimental approach," DNB Working Papers 466, Netherlands Central Bank, Research Department.
- repec:cbi:qtbart:y:2017:m:04:p:81-95 is not listed on IDEAS
- Laine, Tatu & Nummelin, Tuomas & Snellman, Heli, 2011. "Combining liquidity usage and interest rates on overnight loans : an oversight indicator," Research Discussion Papers 23/2011, Bank of Finland.
- O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro, 2013. "Measuring Systemic Risk in a Post-Crisis World," Débats économiques et financiers 6, Banque de France.
- repec:cbi:qtbart:y:2017:m:04:p:62-80 is not listed on IDEAS
- Ronald Heijmans & Richard Heuver & Clement Levallois & Iman van Lelyveld, 2014. "Dynamic visualization of large transaction networks: the daily Dutch overnight money market," DNB Working Papers 418, Netherlands Central Bank, Research Department.
More about this item
Keywordsbehaviour of banks; wholesale payment systems; financial stability;
- D23 - Microeconomics - - Production and Organizations - - - Organizational Behavior; Transaction Costs; Property Rights
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-16 (All new papers)
- NEP-BAN-2011-09-16 (Banking)
- NEP-CMP-2011-09-16 (Computational Economics)
- NEP-EEC-2011-09-16 (European Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:dnb:dnbwpp:316. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rob Vet). General contact details of provider: http://edirc.repec.org/data/dnbgvnl.html .