Liquidity requirements and payment delays - participant type dependent preferences
Download full text from publisher
References listed on IDEAS
- Fujiki, Hiroshi & Green, Edward J. & Yamazaki, Akira, 2008.
"Incentive efficient risk sharing in a settlement mechanism,"
Journal of Economic Theory,
Elsevier, vol. 142(1), pages 178-195, September.
- Edward J. Green & Yamazaki, Akira, 2001. "Incentive Efficient Risk Sharing in Settlement Mechanism," Discussion Papers 2001-03, Graduate School of Economics, Hitotsubashi University.
- Hiroshi Fujiki & Edward J. Green & Akira Yamazaki, 2007. "Incentive Efficient Risk Sharing in Settlement Mechanism," Working Papers 3, Meisei University, School of Economics.
- C. H. Furfine, 1999. "Interbank exposures: quantifying the risk of contagion," BIS Working Papers 70, Bank for International Settlements.
- Simon Buckle & Erin Campbell, 2003. "Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit," Bank of England working papers 209, Bank of England.
- Docherty, Peter & Wang, Gehong, 2010.
"Using synthetic data to evaluate the impact of RTGS on systemic risk in the Australian payments system,"
Journal of Financial Stability,
Elsevier, vol. 6(2), pages 103-117, June.
- Peter Docherty & G Wang, 2006. "Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System," Working Paper Series 149, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- 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.
- Neil Wallace, 2000. "Knowledge of individual histories and optimal payment arrangements," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 11-21.
- Arco van Oord & Howie Lin, 2005. "Molling Inter- and Intraday Payment Flows," DNB Working Papers 074, Netherlands Central Bank, Research Department.
- Elisabeth Ledrut, 2007. "Simulating retaliation in payment systems: Can banks control their exposure to a failing participant?," DNB Working Papers 133, Netherlands Central Bank, Research Department.
- Ronald Heijmans, 2009. "Simulations in the Dutch interbank payment system: A sensitivity analysis," DNB Working Papers 199, Netherlands Central Bank, Research Department.
- C. H. Furfine, 1999. "The pricing of bank lending and borrowing: evidence from the federal funds market," BIS Working Papers 62, Bank for International Settlements.
- Craig Furfine, 1999. "Interbank exposures: quantifying the risk of contagion," Proceedings 633, Federal Reserve Bank of Chicago.
- Bank of Japan, 2001. "Real-Time Gross Settlement (RTGS) in Japan: An Evaluation of the First Six Months," Bank of Japan Research Papers 2001-11-01, Bank of Japan.
- Manning, Mark & Nier, Erlend & Schanz, Jochen (ed.), 2009. "The Economics of Large-value Payments and Settlement: Theory and Policy Issues for Central Banks," OUP Catalogue, Oxford University Press, number 9780199571116.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Soramäki, Kimmo & Cook, Samantha, 2012. "Algorithm for identifying systemically important banks in payment systems," Economics Discussion Papers 2012-43, Kiel Institute for the World Economy (IfW).
- Soramäki, Kimmo & Cook, Samantha, 2013. "SinkRank: An algorithm for identifying systemically important banks in payment systems," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-27.
More about this item
Keywordscompetition; data generation; oversight; payment system; simulation;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
- L41 - Industrial Organization - - Antitrust Issues and Policies - - - Monopolization; Horizontal Anticompetitive Practices
- L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-02-19 (All new papers)
- NEP-CIS-2011-02-19 (Confederation of Independent States)
- NEP-CMP-2011-02-19 (Computational 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:ecb:ecbwps:20111291. 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: (Official Publications). General contact details of provider: http://edirc.repec.org/data/emieude.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.