This paper extends traditional payment system simulation analysis to counterparty liquidity risk exposures. The used stress test scenario corresponds to the counterparty stress scenario applied in the BCBS standard "Monitoring tools for intraday liquidity management" (BIS, 2013). This stress...

The primary focus of this poster paper is to evaluate the cost-effectiveness of alternative control strategies for a number of simulated outbreaks of Foot-and-Mouth disease (FMD) in four agriculturally diverse Irish regions, examining for the first time, the potential role of emergency...