Nothing Special   »   [go: up one dir, main page]
create a website
Liquidity requirements and payment delays - participant type dependent preferences. (2011). Schulz, Christian.
In: Working Paper Series.
RePEc:ecb:ecbwps:20111291.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 34

References cited by this document

Cocites: 29

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. SinkRank: An algorithm for identifying systemically important banks in payment systems. (2013). Soramäki, Kimmo ; Soramaki, Kimmo ; Cook, Samantha .
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201328.

    Full description at Econpapers || Download paper

  2. Algorithm for identifying systemically important banks in payment systems. (2012). Soramäki, Kimmo ; Soramaki, Kimmo ; Cook, Samantha .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201243.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pfo235-31947

  1. AFONSO, G. and SHIN, H. S. (2008) Systemic Risk and Liquidity in Payment Systems, Federal Reserve Bank of New York Staff Reports No. 352, October 2008. ARCIERO, L. and IMPENNA, C. (2001) Time Pattern of Payments in the Italian RTGS System: The Effect of Institutional and Financial Variables, Banca d’Italia Market and Payment Systems Oversight Publication.
    Paper not yet in RePEc: Add citation now
  2. ARCIERO, L., BIANCOTTI, C., D’AURIZIO, L. and IMPENNA, C. (2008) An AgentBased Model for Crisis Simulation in Payment Systems, Banca d’Italia Working Paper No. 686, 08/2008, Rome.
    Paper not yet in RePEc: Add citation now

  3. ARMANTIER, O., ARNOLD, J. and MCANDREWS, J. (2008) Changes in the Timing Distribution of Fedwire Funds Transfers, Economic Policy Review, September 2008, Vol. 14, No. 2.

  4. BAKŠYS, D. and SAKALAUSKAS, L. (2007) Modelling, Simulation and Optimisation of Interbank Settlements, Kaunas University of Technology Panevožys Institute, Discussion Paper presented at 5th Bank of Finland simulator workshop, Helsinki, 28-29 August 2007.
    Paper not yet in RePEc: Add citation now

  5. BANK OF JAPAN (2001) Real-Time Gross Settlement (RTGS) in Japan: An Evaluation of the First Six Months, Bank of Japan Quarterly Bulletin November 2001, Tokyo.

  6. BECH, M. and HOBIJN, B. (2006) Technology Diffusion within Central Banking: The Case of Real-Time Gross Settlement, Federal Reserve Bank of New York Staff Reports, September 2006, New York.
    Paper not yet in RePEc: Add citation now
  7. BEDFORD, P., MILLARD, S. and YANG, J. (2004) Assessing Operational Risk in CHAPS Sterling: a Simulation Approach in Bank of England (2004) Financial Stability Report, No. 16, June 2004.
    Paper not yet in RePEc: Add citation now
  8. BOWMAN, M. (1995) Simulation Modelling Of Large Value Transfer Systems, paper prepared for Eurobanking 1995, Association For Payment Clearing Services.
    Paper not yet in RePEc: Add citation now

  9. BUCKLE, S. and CAMPBELL, E. (2003) Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit, Bank of England Working Paper No. 209.

  10. COMMITTEE ON PAYMENT AND SETTLEMENT SYSTEMS (2001), Core Principles for Systemically Important Payment Systems, Basel, January 2001.
    Paper not yet in RePEc: Add citation now
  11. DANMARKS NATIONALBANKEN (2005) Effect of Queue Facilities for Kronos Participants Appendix C in Danmarks Nationalbanken Payment Systems in Denmark, 2005.
    Paper not yet in RePEc: Add citation now

  12. DOCHERTY, P. and WANG, G. (2010) Using Synthetic Data to Evaluate the Impact of RTGS on Systemic Risk in the Australian Payments System, Journal of Financial Stability, Volume 6, Issue 2, June 2010, pp. 103-117.

  13. ENGE, A. and ØVERLI, F. (2006) Intraday Liquidity and the Settlement of Large Value Payments: a Simulation-Based Analysis in Norges Bank Economic Bulletin 1/2006.
    Paper not yet in RePEc: Add citation now
  14. EUROPEAN CENTRAL BANK (2009), Eurosystem Oversight Report, Frankfurt, November 2009.
    Paper not yet in RePEc: Add citation now

  15. FUJIKI, H., GREEN, E. J. and YAMAZAKI, A. (2008). Incentive efficient risk sharing in a settlement mechanism Journal of Economic Theory, vol. 142(1), pp. 178-195.

  16. FURFINE, C. (1999a) The Pricing of Bank Lending and Borrowing: Evidence from the Federal Funds Market, Bank of International Settlements Working Paper, No. 62, 1999.

  17. FURFINE, C. (1999b) Interbank Exposures: Quantifying the Risk of Contagion, Bank of International Settlements Working Paper, No. 70, 1999.

  18. GLASER, M. and HAENE, P. (2009) Liquidity effects of a participant-level operational disruption in the Swiss Interbank Clearing System in LEINONEN, H. (ed.) Simulation analyses and stress testing of payment networks, Bank of Finland Scientific Monograph E:31(2005), pp. 297–320.

  19. HEIJMANS, R. (2009) Simulations in the Dutch Interbank Payment System: A Sensitivity Analysis, De Nederlandsche Bank Working Papers 199, January 2009.

  20. HUMPHREY, D. B. (1986) Payments Finality and Risk of Settlement Failure, in: SAUNDERS, A. and WHITE, L. (eds., 1986) Technology and the Regulation of Financial Markets, Lexington Books/Salomon Brothers Center Series on Financial Institutions and Markets, New York, 97-120.
    Paper not yet in RePEc: Add citation now
  21. KOPONEN, R. and SORAMÄKI, K. (1998) Intraday Liquidity Needs in a Modern Intraday Payment System – A Simulation Approach, Bank of Finland Studies E:14, 1998.
    Paper not yet in RePEc: Add citation now

  22. LEDRUT, E. (2007) Simulating Retaliation in Payment Systems: Can Banks Control Their Exposure to a Failing Participant, De Nederlandsche Bank Working Paper No. 133, March 2007.

  23. LEINONEN, H. and SORAMÄKI, K (2003a) Simulating Interbank Payment and Securities Settlement Mechanisms with the BoF-PSS2 Simulator, Bank of Finland Discussion Papers 23/2003.
    Paper not yet in RePEc: Add citation now
  24. LEINONEN, H. and SORAMÄKI, K (2003b) Simulation: A Powerful Research Tool in Payment and Settlement Systems, Journal of Financial Transformation, Vol. 12.
    Paper not yet in RePEc: Add citation now
  25. LEINONEN, H. and SORAMÄKI, K. (1999) Optimizing Liquidity Usage and Settlement Speed in Payment Systems, Bank of Finland Discussion Papers 16/99.
    Paper not yet in RePEc: Add citation now

  26. MANNING, M., NIER, E. and SCHANZ, J. (Eds.) (2009) The Economics of Large-Value Payments and Settlement – Theory and Policy Issues for Central Banks, Oxford University Press, Oxford.

  27. MAZARS, E. and WOELFEL, G. (2005), Analysis, by simulation, of the impact of a technical default of a payment system participant, in LEINONEN, H. (ed.) Liquidity, Risks and Speed in Payment and Settlement Systems – A Simulation Approach, Bank of Finland Scientific Monograph E:31(2005), pp. 297–320.

  28. MCANDREWS, J.J. and WASILYEW, G. (1995) Simulations of Failure in a Payment System Economic Research Division Working Paper 95-19, Federal Reserve Bank of Philadelphia.
    Paper not yet in RePEc: Add citation now
  29. SCHMITZ, S. W. and PUHR, C. (2007) Risk Concentration, Network Structure and the Assessment of Contagion in the Austrian Large Value System ARTIS, in LEINONEN, H. (ed.) Simulation Studies of the Liquidity Needs, Risks and Efficiency in Payment Networks, Bank of Finland Scientific Monograph E:39 (2007), Helsinki, pp. 183-226.
    Paper not yet in RePEc: Add citation now
  30. SCHMITZ, S. W. and PUHR, C. (2009) Structure and Stability in Payment Networks – A Panel Data Analysis of ARTIS Simulations, in LEINONEN, H. (ed.) Simulation Studies of the Liquidity Needs, Risks and Efficiency in Payment Networks, Bank of Finland Scientific Monograph E:42 (2009), Helsinki, pp. 145-188.
    Paper not yet in RePEc: Add citation now

  31. SORAMÄKI, K., BECH, M. L., ARNOLD, J., GLASS, R. J., BEYELER, W. E. (2006) The Topology of Interbank Payment Flows, Federal Reserve Bank of New York Staff Report, New York No. 243, March 2006.

  32. UPPER, C. (2007) Using Counterfactual Simulations to Assess the Danger of Contagion in Interbank Markets, Bank of International Settlements Working Paper No. 234.

  33. VAN OORD, A. and Lin, H. (2005) Modelling Inter- and Intraday Payment Flows, De Nederlandsche Bank Working Paper No. 74, Amsterdam.

  34. WALLACE, N. (2000) Knowledge of Individual Histories and Optimal Payment Arrangements, Federal Reserve Bank of Minneapolis Quarterly Review, Vol. 24, No. 3, Summer 2000, pp. 11–21.

Cocites

Documents in RePEc which have cited the same bibliography

  1. .

    Full description at Econpapers || Download paper

  2. Currents of Liquidity Flows Created by the Different Type of Payments: the Case of SPEI. (2016). Sarlin, Peter ; Alexandrovakabadjova, Biliana .
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:23:y:2016:i:1-2:p:65-84.

    Full description at Econpapers || Download paper

  3. 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.

    Full description at Econpapers || Download paper

  4. The payment system benefits of high reserve balances. (2016). McAndrews, James ; Kroeger, Alexander .
    In: Staff Reports.
    RePEc:fip:fednsr:779.

    Full description at Econpapers || Download paper

  5. Collateralised liquidity, two-part tariff and settlement coordination. (2015). Nellen, Thomas.
    In: Working Papers.
    RePEc:snb:snbwpa:2015-13.

    Full description at Econpapers || Download paper

  6. Challenges in identifying interbank loans. (2015). Copeland, Adam ; armantier, olivier.
    In: Economic Policy Review.
    RePEc:fip:fednep:00019.

    Full description at Econpapers || Download paper

  7. Liquidity risk and policy options. (2015). Maddaloni, Giuseppe .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:514-527.

    Full description at Econpapers || Download paper

  8. Changes in Payment Timing in Canada’s Large Value Transfer System. (2015). Zhang, Nellie .
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-20.

    Full description at Econpapers || Download paper

  9. The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers. (2014). Zimmerman, Peter ; Garratt, Rodney ; Benos, Evangelos.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2014:q:4:a:5.

    Full description at Econpapers || Download paper

  10. An empirical study of trade dynamics in the interbank market. (2014). Lagos, Ricardo ; Afonso, Gara.
    In: Staff Reports.
    RePEc:fip:fednsr:550.

    Full description at Econpapers || Download paper

  11. An Empirical Study of Trade Dynamics in the Fed Funds Market. (2014). Lagos, Ricardo ; Afonso, Gara M..
    In: Working Papers.
    RePEc:fip:fedmwp:708.

    Full description at Econpapers || Download paper

  12. 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.

    Full description at Econpapers || Download paper

  13. Managing Intraday Liquidity: The Mexican Experience. (2013). Alexandrova-Kabadjova, Biliana ; Solis-Robleda, Francisco .
    In: Working Papers.
    RePEc:bdm:wpaper:2013-01.

    Full description at Econpapers || Download paper

  14. Settlement liquidity and monetary policy implementation—lessons from the financial crisis. (2012). McAndrews, James ; Martin, Antoine ; Bech, Morten.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2012:i:mar:p:3-20:n:v.18no.1.

    Full description at Econpapers || Download paper

  15. Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers. (2012). Zimmerman, Peter ; Garratt, Rodney ; Benos, Evangelos.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0451.

    Full description at Econpapers || Download paper

  16. The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of a High Volume of Small Payments. (2012). Alexandrova-Kabadjova, Biliana ; Solis-Robleda, Francisco .
    In: Working Papers.
    RePEc:bdm:wpaper:2012-17.

    Full description at Econpapers || Download paper

  17. Precautionary Demand and Liquidity in Payment Systems. (2011). Shin, Hyun Song ; Afonso, Gara.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:s2:p:589-619.

    Full description at Econpapers || Download paper

  18. 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.

    Full description at Econpapers || Download paper

  19. Liquidity requirements and payment delays - participant type dependent preferences. (2011). Schulz, Christian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111291.

    Full description at Econpapers || Download paper

  20. Intraday two-part tariff in payment systems. (2011). Ota, Tomohiro.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0428.

    Full description at Econpapers || Download paper

  21. Cuantificación de la contribución de las fuentes de liquidez en el Sistema de Pagos de Alto Valor en Colombia: una aproximación preliminar. (2011). Ortega, Fabio ; Cepeda-Lopez, Freddy ; Fabio Ortega C., ; Bernal, Joaquin ; Freddy Cepeda L., ; Freddy Cepeda L., ; Fabio Ortega C., .
    In: Borradores de Economia.
    RePEc:bdr:borrec:683.

    Full description at Econpapers || Download paper

  22. Production, Hidden Action, and the Payment System. (2010). Haslag, Joseph ; Gu, Chao ; Guzman, Mark.
    In: Working Papers.
    RePEc:umc:wpaper:1004.

    Full description at Econpapers || Download paper

  23. 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.

    Full description at Econpapers || Download paper

  24. 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.

    Full description at Econpapers || Download paper

  25. 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.

    Full description at Econpapers || Download paper

  26. Systemic risk and liquidity in payment systems. (2008). Shin, Hyun Song ; Afonso, Gara.
    In: Staff Reports.
    RePEc:fip:fednsr:352.

    Full description at Econpapers || Download paper

  27. Settlement delays in the money market. (2008). McAndrews, James ; Bartolini, Leonardo ; Hilton, Spence .
    In: Staff Reports.
    RePEc:fip:fednsr:319.

    Full description at Econpapers || Download paper

  28. An economic analysis of liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:25-39:n:v.14no.2.

    Full description at Econpapers || Download paper

  29. The timing and funding of CHAPS sterling payments. (2008). Tudela, Merxe ; Galbiati, Marco ; Becher, Christopher.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:113-133:n:v.14no.2.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 15:23:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.