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Contagion and efficiency in gross and net interbank payment systems

Citations

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Cited by:

  1. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
  2. Holthausen, Cornelia & Rochet, Jean-Charles, 2006. "Efficient Pricing of Large Value Interbank Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1797-1818, October.
  3. Calluzzo, Paul & Dong, Gang Nathan, 2015. "Has the financial system become safer after the crisis? The changing nature of financial institution risk," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 233-248.
  4. Hasman, Augusto & Samartín, Margarita, 2008. "Information acquisition and financial contagion," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2136-2147, October.
  5. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
  6. Brown, Martin & Trautmann, Stefan T. & Vlahu, Razvan, 2012. "Contagious Bank Runs: Experimental Evidence," Working Papers on Finance 1207, University of St. Gallen, School of Finance.
  7. Mallick, Indrajit, 2004. "Inefficiency of bilateral bargaining in interbank markets," International Review of Economics & Finance, Elsevier, vol. 13(1), pages 43-55.
  8. BOUCKAERT, Jan & VAN MOER, Geert, 2014. "Horizontal subcontracting and intermittent power generation," Working Papers 2014031, University of Antwerp, Faculty of Business and Economics.
  9. Herrala, Risto, 2003. "The rigidity bias," Bank of Finland Research Discussion Papers 31/2003, Bank of Finland.
  10. Sofia Priazhkina & Samuel Palmer & Pablo Martín-Ramiro & Román Orús & Samuel Mugel & Vladimir Skavysh, 2024. "Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm," Staff Working Papers 24-17, Bank of Canada.
  11. Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123, Central Bank of Chile.
  12. Niinimaki, Juha-Pekka, 2002. "Do time deposits prevent bank runs?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(1), pages 19-31, February.
  13. Kahn, Charles M & McAndrews, James & Roberds, William, 2003. "Settlement Risk under Gross and Net Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 591-608, August.
  14. Martin Brown & Stefan T. Trautmann & Razvan Vlahu, 2017. "Understanding Bank-Run Contagion," Management Science, INFORMS, vol. 63(7), pages 2272-2282, July.
  15. Acharya, Viral V., 2009. "A theory of systemic risk and design of prudential bank regulation," Journal of Financial Stability, Elsevier, vol. 5(3), pages 224-255, September.
  16. de la Torre, Augusto & Ize, Alain, 2013. "The foundations of macroprudential regulation : a conceptual roadmap," Policy Research Working Paper Series 6575, The World Bank.
  17. Sinelnikova-Muryleva, Elena (Синельников-Мурылева, Елена), 2018. "Analysis of the Consequences of the Development of Payment Systems for Monetary Policy in the Context of Deepening Financial Markets [Анализ Последствий Развития Платежных Систем Для Денежно-Кредит," Working Papers 031813, Russian Presidential Academy of National Economy and Public Administration.
  18. Mallick, Indrajit, 2004. "Strategic Allocation of Liquidity in the InterBank Money Market," MPRA Paper 15427, University Library of Munich, Germany.
  19. Adam Copeland & Rodney Garratt, 2019. "Nonlinear Pricing and the Market for Settling Payments," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 195-226, February.
  20. Freixas, Xavier & Parigi, Bruno M & Rochet, Jean-Charles, 2000. "Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 611-638, August.
  21. Maria Rosa Borges & Lauriano Ulica & Mariya Gubareva, 2020. "Systemic risk in the Angolan interbank payment system – a network approach," Applied Economics, Taylor & Francis Journals, vol. 52(45), pages 4900-4912, September.
  22. Risto Herrala, 2004. "The rigidity bias," Finance 0404019, University Library of Munich, Germany.
  23. Karima Bouaiss & Hervé Alexandre & Catherine Refait-Alexandre, 2017. "Will Bank Transparency really Help Financial Markets and Regulators?," Working Papers hal-01637917, HAL.
  24. Amanda, Citra, 2023. "Rural banking spatial competition and stability," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 492-504.
  25. Tore Nilssen, 2011. "Risk externalities in a payments oligopoly," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 10(3), pages 211-234, December.
  26. Markus Merz, 2021. "Contemporaneous financial intermediation," Digital Finance, Springer, vol. 3(1), pages 25-44, March.
  27. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator," Bank of Finland Research Discussion Papers 23/2003, Bank of Finland.
  28. Tarishi Matsuoka, 2022. "Financial Contagion in a Two‐Country Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2149-2172, October.
  29. Tsionas, Mike G. & Mamatzakis, Emmanuel & Ongena, Steven, 2020. "Does risk aversion affect bank output loss? The case of the Eurozone," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1127-1145.
  30. Herrala, Risto, 2003. "The rigidity bias," Research Discussion Papers 31/2003, Bank of Finland.
  31. Martin, Antoine & McAndrews, James, 2010. "A study of competing designs for a liquidity-saving mechanism," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1818-1826, August.
  32. Huberto M. Ennis & John A. Weinberg, 2007. "Interest on reserves and daylight credit," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 111-142.
  33. Augusto de la Torre & Alain Ize, 2016. "The Conceptual Foundations of Macroprudential Policy: A Roadmap," International Finance, Wiley Blackwell, vol. 19(3), pages 333-352, December.
  34. Callado-Muñoz, Francisco José, 2009. "Risk control measures in payment systems," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(1), pages 1-25, February.
  35. Franklin Allen, 2004. "The Efficiency and Stability of Banks and Markets," Working Paper Research 52, National Bank of Belgium.
  36. Jonathan Chiu & Alexandra Lai, 2007. "Modelling Payments Systems: A Review of the Literature," Staff Working Papers 07-28, Bank of Canada.
  37. Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
  38. Francisco J. Callado Muñoz & Natalia Utrero González, 2013. "Intraday Liquidity and Central Bank Credit in Gross Payment Systems," International Finance, Wiley Blackwell, vol. 16(3), pages 363-392, December.
  39. Peñaloza, Rodrigo, 2009. "A duality theory of payment systems," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 679-692, September.
  40. Stefano Gurciullo, 2014. "Stess-testing the system: Financial shock contagion in the realm of uncertainty," Papers 1412.1679, arXiv.org.
  41. EDOARDO GAFFEO & Lucio Gobbi & Massimo Molinari, 2018. "Bilateral netting and systemic liquidity shortages in banking networks," DEM Working Papers 2018/06, Department of Economics and Management.
  42. Park, Haerang & Oh, Byungmin, 2022. "Common ownership and bank stability: Evidence from the U.S. banking industry," Journal of Financial Stability, Elsevier, vol. 58(C).
  43. Kahn, Charles M & Roberds, William, 1998. "Payment System Settlement and Bank Incentives," The Review of Financial Studies, Society for Financial Studies, vol. 11(4), pages 845-870.
  44. Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
  45. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
  46. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator," Research Discussion Papers 23/2003, Bank of Finland.
  47. Bouckaert, Jan & Van Moer, Geert, 2017. "Horizontal subcontracting and investment in idle dispatchable power plants," International Journal of Industrial Organization, Elsevier, vol. 52(C), pages 307-332.
  48. Christine Parlour, 2017. "Making Money: Commercial Banks, Liquidity Transformation and the Payment System," 2017 Meeting Papers 388, Society for Economic Dynamics.
  49. repec:dau:papers:123456789/4060 is not listed on IDEAS
  50. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
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