Helsinki is the more liquidity-oriented trading place. …

relate to investment performance and mortality/longevity development. We first develop stochastic models for equity and bond … takes into account the empirical observations of infrequent exceptionally large losses. The 5-year US government bond yearly …

On 3 July 2015, SUERF organized its sixth joint conference with the Bank of Finland in Helsinki on the subject of … liquidity and market efficiency. The one-day program consisted of an opening speech, six presentations, including three keynotes …

This study utilises payment system data to analyse market participants’ liquidity usage and to trace interest rates … paid on overnight loans. Our aim is to examine how liquidity usage has changed during the years 2006–2/2011 and to combine …. The results show that, during the acute crisis period, TARGET2 participants holding an account with the Bank of Finland …

effective in reducing queuing in the systems at all levels of liquidity, but in particular when intra-day liquidity is scarce. …

problems associated with transitory liquidity outflows, even absent any change in a bank's value. Our premise is that the scope …We study the long standing issue of whether markets can supply banks with sufficient liquidity or whether markets … model of Holmström and Tirole (1998) on the supply of liquidity to firms. H&Ts original model analyses liquidity supply to …

the money market yield curve. The Bank of Finland began to apply an averaging provision at the beginning of October 1995 … both the averaging scheme and the central bank's reaction to the bids it receives in money market tenders are evaluated …

costs are low enough relative to delay costs and if the liquidity arrangements are sufficiently flexible. The central bank … speeding up the processing and settlement of payments. In a real-time environment banks face new challenges in liquidity … management. They need to plan for intraday as well as interday fluctuations in liquidity. By employing various types of hybrid …