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Transmission of cyber risk through the Canadian wholesale payment system
Kosse, Anneke; Lu, Zhentong - In: The journal of financial market infrastructures 10 (2022) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10014538748
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Managing the rising tide of settlement risk in cross-border payments and the future development of CLS
Jessé, Marc Bayle de - In: Journal of payments strategy & systems 16 (2022) 3, pp. 277-282
Persistent link: https://www.econbiz.de/10014267062
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Stress-Testing of Liquidity Risk in Target2
Papsdorf, Patrick - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...
Persistent link: https://www.econbiz.de/10012962520
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Stress-testing of liquidity risk in TARGET2
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 having been conducted by an ad-hoc group composed of operators and overseers of TARGET2. The study aims to assess the resilience of the system, defined as the network of its...
Persistent link: https://www.econbiz.de/10011627053
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Supervisory stress testing for central counterparties : a macroprudential, two-tier approach
Anderson, Edward; Cerezetti, Fernando; Manning, Mark - In: The journal of financial market infrastructures 8 (2019) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012373171
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Central counterparty clearing : constructing a framework for evaluation of risks and benefits
Ripatti, Kirsi - 2004
Persistent link: https://www.econbiz.de/10002598256
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Outlier Detection in TARGET2 Risk Indicators
Heijmans, Ronald - 2019
This paper studies the detection of outliers in risk indicators based on large value payment system transaction data. The ten risk indicators are daily time series measuring various risks in the large value payment system, such as operational risk, concentration risk and liquidity flows related...
Persistent link: https://www.econbiz.de/10012893107
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Outlier detection in TARGET2 risk indicators
Heijmans, Ronald; Chen Zhou - 2019
Persistent link: https://www.econbiz.de/10011966026
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Operational and technical considerations for extending and aligning payment system operating hours for cross-border payments: an analytical framework : technical report
Bank für Internationalen Zahlungsausgleich / Committee … - 2023
Persistent link: https://www.econbiz.de/10014313322