Canada's Large Value Transfer System (LVTS) is in the process of being replaced by a real-time gross settlement (RTGS … different LSMs in the Financial Network Analytics simulation engine using LVTS transaction data from 2018. These LSMs include: 1 …

. As background, they provide a brief overview of the financial system in Canada, including a discussion of the financial …. -- Financial institutions ; Financial markets ; Monetary policy implementation ; Payment, clearing, and settlement systems …

Using detailed data from Canada's new high-value payment system (HVPS), we show how participants of the system save …

A new wholesale payments system will launch in Canada in 2021. This real-time gross settlement system called Lynx will … of the Bank of Canada: which of the two settlement mechanisms should it use to send its payments. Using extensive … simulation, we show that, mainly due to the benefits of liquidity pooling, Lynx would achieve its highest liquidity efficiency …

This paper presents simulation results for Canada's new large-value payments system: Lynx. We simulate the settlement …

At the onset of the pandemic, the Bank of Canada transitioned its framework for monetary policy implementation from a …

. Such transactions are currently unobtainable. The simulation procedure, though demonstrated in the realm of payments … incorporate any intraday timing pattern (known or hypothetical) to make simulated data closer to reality. Simulation results show … suggests a high degree of accuracy and viability of this simulation method. In addition, the densities of simulated intraday …

contributed in this regard. -- Payment, clearing, and settlement systems …