Papsdorf, Patrick (contributor); Arciero, Luca (contributor) - Europäische Zentralbank / Group on TARGET2 Stress Testing - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study … TARGET2 participants. The tool used to perform these stress tests is the TARGET2 simulator, which provides access to real … analysis is one maintenance period for the years 2008 to 2013. In general, the stress-testing indicates that the system is …