Showing 1 - 10 of 14,953
We present the application of network theory to the Dutch payment system with specific attention to systemic stability … the early phase of network formation of about one hour and slower development afterwards. The payment network is small (in …. The network nodes comprise of domestic banks, large international banks and TARGET countries, the links are established by …
Persistent link: https://www.econbiz.de/10005030216
turn to a network analysis of payment flows between Dutch banks. This analysis provides us with a better understanding of … the network structure in this type of market. We specifically look at the effect of the recent turmoil on the payment … useful approaches, applied to the Netherlands. First we discuss the results of a contagion analysis of the Dutch interbank …
Persistent link: https://www.econbiz.de/10005621311
We explore the network topology of the federal funds market. This market is important for distributing liquidity … underscores its importance. We find that the network is sparse, exhibits the small world phenomenon and is disassortative …
Persistent link: https://www.econbiz.de/10011605032
We explore the network topology of the federal funds market. This market is important for distributing liquidity … underscores its importance. We find that the network is sparse, exhibits the small world phenomenon and is disassortative …
Persistent link: https://www.econbiz.de/10005344890
We explore the network topology of the federal funds market. This market is important for distributing liquidity … underscores its importance. We find that the network is sparse, exhibits the small-world phenomenon, and is disassortative …
Persistent link: https://www.econbiz.de/10010589236
individual characteristics but also on its position within the banking network. A bank is deemed to be 'central' if, based on our … network analysis, it is predicted to hold the most liquidity. In this paper, we use a method similar to Google's PageRank … procedure to rank banks in the Canadian Large Value Transfer System (LVTS). In doing so, we obtain estimates of the payment …
Persistent link: https://www.econbiz.de/10010283500
network topology of the federal funds market. We find that the network is sparse, exhibits the small-world phenomenon, and is …
Persistent link: https://www.econbiz.de/10010283501
We model the unsecured overnight market in the United Kingdom as a network of relationships and examine how the … structure has changed over the recent period of crisis. Using established network techniques, we find strong evidence of the …
Persistent link: https://www.econbiz.de/10010704390
Persistent link: https://www.econbiz.de/10012804183
the system, and thus affect the payment chain of a given country. Our objective is to present a network topology … (payment execution delinquency) arises. This paper constitutes a first application of the network topology for the Ecuadorian … methodology as a tool to study the characteristics and properties of the Interbank Payment System (SPI) in Ecuador. We establish …
Persistent link: https://www.econbiz.de/10012659017