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Risks and efficiency gains of a tiered structure in large-value payments : a simulation approach

Lasaosa, Ana (contributor); Tudela, Merxe (contributor) - 2008

Persistent link: https://www.econbiz.de/10003615992

Risks and Efficiency Gains of a Tiered Structure in Large-Value Payments : A Simulation Approach

Lasaosa, Ana; Tudela, Merxe - 2008

The large-value payment system in the United Kingdom (CHAPS) is highly tiered: a few settlement banks make payments on behalf of many customer banks. This paper makes use of a simulation approach to quantify by how much tiering affects, on the one hand, concentration and credit risk and, on the...

Persistent link: https://www.econbiz.de/10014219264

A dynamic approach to intraday liquidity needs

López, Freddy Cepeda; Castro, Fabio Ortega - In: The journal of financial market infrastructures 3 (2015) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10011309726

Procyclicality and risk-based access : valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures

Bewaji, Oluwasegun - In: The journal of financial market infrastructures 7 (2019) 3, pp. 45-72

Persistent link: https://www.econbiz.de/10012020394

Non-monotonic tradeoffs of tiering in a large value payment system

Arango, Carlos A.; Cepeda L., Freddy - 2016

Persistent link: https://www.econbiz.de/10011618464

The impact of de-tiering in the United Kingdom’s large-value payment system

Benos, Evangelos; Ferarra, Gerardo; Gurrola-Perez, Pedro - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 31-62

Persistent link: https://www.econbiz.de/10011912378

Intraday liquidity management and reporting : how to meet the challenges

Meijer, Carlo R. W. de; Limburg, Ludy - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 395-408

Persistent link: https://www.econbiz.de/10011346963

Liquidity efficiency and distribution in the LVTS : non-neutrality of system changes under network asymmetry

O'Connor, Sean (contributor); Chapman, James (contributor); … - 2008

adopted network-wide as a common strategy. -- Payment, clearing, and settlement systems ; Financial services ; Financial …

Persistent link: https://www.econbiz.de/10003740836

Liquidity-saving mechanisms

Martin, Antoine; McAndrews, James Joseph - In: Journal of monetary economics 55 (2008) 3, pp. 554-567

Persistent link: https://www.econbiz.de/10003764307

Central bank intraday collateral policy and implications for tiering in RTGS payment systems

Jackson, John P.; Manning, Mark J. - In: The future of payment systems, (pp. 138-159). 2008

Persistent link: https://www.econbiz.de/10003590924

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