This paper extends traditional payment system simulation analysis to counterparty liquidity risk exposures. The used … risk exposures. As comparison of liquidity risk projections to the available liquidity of participants in the system only …-quality liquid assets (HQLA) available at the group level to assess the overall liquidity risk that participants face in TARGET2. Our …

indicators for the disaster-related Sustainable Development Goals (SDG) and the Sendai Framework for Disaster Risk Reduction and …

The main contribution of this paper is the construction of a cyclical systemic risk indicator from early warning …