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Real-Time Gross Settlement and hybrid payment systems: a comparison. (2005). Willison, Matthew.
In: Bank of England working papers.
RePEc:boe:boeewp:252.

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Cited: 13

Citations received by this document

Cites: 11

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Cocites: 50

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  1. .

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  2. Sequential payments and optimal pricing in payment systems. (2016). Ota, Tomohiro.
    In: Annals of Finance.
    RePEc:kap:annfin:v:12:y:2016:i:3:d:10.1007_s10436-016-0287-3.

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  3. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2013). Martin, Antoine ; Jurgilas, Marius.
    In: Annals of Finance.
    RePEc:kap:annfin:v:9:y:2013:i:1:p:29-60.

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  4. Designing large value payment systems: An agent-based approach. (2011). Markose, Sheri M ; Yang, Jing ; Millard, Stephen ; Alentorn, Amadeo .
    In: Economics Discussion Papers.
    RePEc:esx:essedp:3714.

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  5. Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation. (2011). wetherilt, anne ; Denbee, Edward ; Manning, Mark ; Ball, Alan .
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0011.

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  6. A study of competing designs for a liquidity-saving mechanism. (2010). McAndrews, James ; Martin, Antoine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1818-1826.

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  7. Banks intraday liquidity management during operational outages: Theory and evidence from the UK payment system. (2010). Schanz, Jochen ; merrouche, ouarda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:314-323.

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  8. Financial Stability Paper No 7: Liquidity Saving in Real-Time Gross Settlement Systems - an Overview. (2010). Norman, Ben .
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0007.

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  9. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2010). Martin, Antoine ; Jurgilas, Marius.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0389.

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  10. Why pay? An introduction to payments economics. (2009). Roberds, William ; Kahn, Charles.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:1:p:1-23.

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  11. Banks intraday liquidity management during operational outages: theory and evidence from the UK payment system. (2009). Schanz, Jochen ; merrouche, ouarda.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0370.

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  12. Liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:554-567.

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  13. Liquidity saving mechanisms. (2007). McAndrews, James ; Martin, Antoine.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:165.

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References

References cited by this document

  1. Angelini, P (1998), `An analysis of competitive externalities in gross settlement systems, Journal of Banking and Finance, Vol. 22, pages 1-18.

  2. Bank for International Settlements (1997), `Real-time gross settlement systems, CPSS Publications, No. 22.
    Paper not yet in RePEc: Add citation now

  3. Bech, M L and Garratt, R (2003), `The intraday liquidity management game, Journal of Economic Theory, Vol. 109, pages 198-219.

  4. Buckle, S and Campbell, E (2003), `Settlement bank behaviour in a real-time gross settlement payment system, Bank of England Working Paper no. 209.
    Paper not yet in RePEc: Add citation now
  5. Davey, B A and Priestley, H A (2002), Introduction to lattices and order, Cambridge University Press, Second edition.
    Paper not yet in RePEc: Add citation now
  6. Johnson, K, McAndrews, J and Soramäki, K (2002), `Complements to real-time gross settlement systems: economizing liquidity with queuing and netting, mimeo.
    Paper not yet in RePEc: Add citation now

  7. Kobayakawa, S (1997), `The comparative analysis of settlement systems, Centre for Economic Policy Research Discussion Paper no. 1667.

  8. Leinonen, H and Soramäki, K (1999), `Optimizing liquidity usage and settlement speed in payment systems, Bank of Finland Discussion Paper no. 16.

  9. McAndrews, J and Trundle, J (2001), `New payment system design: causes and consequences, Bank of England Financial Stability Review, December, pages 127-36.
    Paper not yet in RePEc: Add citation now

  10. Roberds, W (1993), `The rise of electronic payments networks and the future of the Fed with regard to payment finality, Federal Reserve Bank of Atlanta Economic Review, March/April, pages 1-22.

  11. Roberds, W (1999), `The incentives effects of settlement systems: a comparison of gross settlement, net settlement, and gross settlement with queuing, Institute For Monetary And Economic Studies Bank of Japan Discussion Paper, No. 99-E-25.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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  2. Does SIC need a heart pacemaker?. (2013). Nellen, Thomas ; Oleschak, Robert .
    In: Working Papers.
    RePEc:snb:snbwpa:2013-10.

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  3. Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis. (2013). Monticini, Andrea ; Baglioni, Angelo.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:44:y:2013:i:2:p:175-186.

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  4. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2013). Martin, Antoine ; Jurgilas, Marius.
    In: Annals of Finance.
    RePEc:kap:annfin:v:9:y:2013:i:1:p:29-60.

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  5. Substitution between net and gross settlement systems: A concern for financial stability?. (2011). Fecht, Falko ; Craig, Ben.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201116.

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  6. Risk externalities in a payments oligopoly. (2011). Nilssen, Tore.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:10:y:2011:i:3:p:211-234.

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  7. Production, hidden action, and the payment system. (2011). Haslag, Joseph ; Gu, Chao ; Guzman, Mark.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:2:p:172-182.

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  8. An agent-based model of payment systems. (2011). Soramäki, Kimmo ; Galbiati, Marco ; Soramaki, Kimmo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:6:p:859-875.

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  9. Money Reconstructed: Argentina and Brazil after Hyperinflation. (2010). Sgard, Jerome.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4vc7skecu3q7u7s984pi2eaan.

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  10. Money Reconstructed: Argentina and Brazil after Hyperinflation. (2010). Sgard, Jerome.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/4vc7skecu3q7u7s984pi2eaan.

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  11. The Microstructure of Japan fs Interbank Money Market: Simulating Contagion of Intraday Flow of Funds Using BOJ-NET Payment Data. (2010). Imakubo, Kei ; Soejima, Yutaka .
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:28:y:2010:p:151-180.

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  12. A study of competing designs for a liquidity-saving mechanism. (2010). McAndrews, James ; Martin, Antoine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1818-1826.

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  13. Settlement delays in the money market. (2010). McAndrews, James ; Bartolini, Leonardo ; Hilton, Spence .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:934-945.

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  14. Banks intraday liquidity management during operational outages: Theory and evidence from the UK payment system. (2010). Schanz, Jochen ; merrouche, ouarda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:314-323.

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  15. The intraday interest rate under a liquidity crisis: The case of August 2007. (2010). Monticini, Andrea ; Baglioni, Angelo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:107:y:2010:i:2:p:198-200.

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  16. Risk control measures in payment systems. (2009). Callado-Muñoz, Francisco ; Callado-Muoz, Francisco Jose .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:1:p:1-25.

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  17. Why pay? An introduction to payments economics. (2009). Roberds, William ; Kahn, Charles.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:1:p:1-23.

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  18. Why does overnight liquidity cost more than intraday liquidity?. (2009). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Journal of Economic Dynamics and Control.
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  19. Liquidity Needs in Economies with Interconnected Financial Obligations. (2008). Rotemberg, Julio.
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  20. Should there be intraday money markets?. (2008). McAndrews, James ; Martin, Antoine.
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  21. A study of competing designs for a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
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  22. The welfare effects of a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine ; Atalay, Enghin.
    In: Staff Reports.
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  23. Settlement delays in the money market. (2008). McAndrews, James ; Bartolini, Leonardo ; Hilton, Spence .
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  24. Changes in the timing distribution of Fedwire funds transfers. (2008). McAndrews, James ; Arnold, Jeffrey ; Armantier, Olivier .
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  25. An economic analysis of liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
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  26. Liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
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  27. An agent-based model of payment systems. (2008). Soramäki, Kimmo ; Galbiati, Marco.
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  28. Money, output and the payment system: Optimal monetary policy in a model with hidden effort. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
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  29. Why Does Overnight Liquidity Cost More Than Intraday Liquidity?. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
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  30. Liquidity-saving mechanisms. (2007). McAndrews, James ; Martin, Antoine.
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  31. Why does overnight liquidity cost more than intraday liquidity?. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
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  32. Modelling Payments Systems: A Review of the Literature. (2007). Lai, Alexandra ; Chiu, Jonathan.
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  33. Alternative central bank credit policies for liquidity provision in a model of payments. (2006). Mills, David.
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  34. Liquidity risk in securities settlement. (2006). Devriese, Johan ; Mitchell, Janet.
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  35. Modelling the cross-border use of collateral in payment systems. (2006). Willison, Matthew ; Manning, Mark J.
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  36. The intraday price of money: evidence from the e-MID market. (2005). Monticini, Andrea.
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  37. Alternative central bank credit policies for liquidity provision in a model of payments. (2005). Mills, David.
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  38. Real-Time Gross Settlement and hybrid payment systems: a comparison. (2005). Willison, Matthew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:252.

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  39. Economizing on liquidity with deferred settlement mechanisms. (2004). Soramäki, Kimmo ; McAndrews, James ; Johnson, Kurt.
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  40. Optimal pricing of intraday liquidity. (2004). Martin, Antoine.
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  41. Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit. (2003). Campbell, Erin ; Buckle, Simon.
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  42. How Well Do Banks Manage Their Reserves?. (2002). Yaron, Amir ; Jallath-Coria, Eduardo ; Mukhopadhyay, Tridas .
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  43. Optimal pricing of intra-day liquidity. (2002). Martin, Antoine.
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  44. Real-time gross settlement and the costs of immediacy. (2001). Roberds, William ; Kahn, Charles.
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  45. Risk externalities in a payments oligopoly. (2000). Nilssen, Tore.
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  46. The timing and funding of Fedwire funds transfers. (2000). McAndrews, James ; Rajan, Samira.
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  48. Settlement risk under gross and net settlement. (1999). Roberds, William ; McAndrews, James ; Kahn, Charles.
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  49. Settlement risk under gross and net settlement. (1999). Roberds, William ; McAndrews, James ; Kahn, Charles.
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  50. Real-time gross settlement and the costs of immediacy. (1999). Roberds, William ; Kahn, Charles.
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