Diagnostics for the financial markets – computational studies of payment system: Simulator Seminar Proceedings 2009–2011
This publication consists of fifteen studies on payment and settlement systems conducted using computational or simulation techniques. The studies have been presented at the simulator seminars arranged by the Bank of Finland during the years 2009–2011. The main focus of the studies is on the analysis of payment-systems data, which constitute a virtual real-time pulse of the financial system. The data are used in the studies to develop new indicators or diagnostics, to quantify systemic risks, to analyze liquidity usage, to test or develop new system structures, and to study participants’ behavior. The studies examine payment systems in several countries, concentrating mainly on largevalue payment systems
|Date of creation:||25 Jul 2012|
|Date of revision:|
|Note:||Hellqvist and Laine editors|
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Web page: http://www.suomenpankki.fi/en/
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- Galbiati, Marco & Soramäki, Kimmo, 2011.
"An agent-based model of payment systems,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(6), pages 859-875, June.
- Solanko, Laura, 2006. "Essays on Russia’s Economic Transition," Scientific Monographs E:36/2006, Bank of Finland.
- Mehrotra, Aaron, 2006. "Essays on Empirical Macroeconomics," Scientific Monographs E:34/2006, Bank of Finland.
- Morten L. Bech, 2008. "Intraday liquidity management: a tale of games banks play," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-23.
- James J. McAndrews & Simon M. Potter, 2002. "Liquidity effects of the events of September 11, 2001," Economic Policy Review, Federal Reserve Bank of New York, issue Nov, pages 59-79.
- 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.
- Leinonen, Harry & Soramäki, Kimmo, 1999. "Optimizing Liquidity Usage and Settlement Speed in Payment Systems," Research Discussion Papers 16/1999, Bank of Finland.
- 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.
- Kauko, Karlo, 2000. "The Microeconomics of Innovation: Oligopoly Theoretic Analyses with Applications to Banking and Patenting," Scientific Monographs E:18/2000, Bank of Finland.
- Paloviita, Maritta, 2005. "The role of expectations in euro area inflation dynamics," Scientific Monographs E:32/2005, Bank of Finland.
- Paloviita, Maritta, 2009. "Dynamics of inflation expectations in the euro area," Scientific Monographs E:40/2009, Bank of Finland.
- Christopher Becher & Marco Galbiati & Merxe Tudela, 2008. "The timing and funding of CHAPS sterling payments," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 113-133.
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