Liquidity coverage ratio in a payment network : uncovering contagion paths
Year of publication: |
2021
|
---|---|
Authors: | Heuver, Richard A. ; Berndsen, Ron |
Published in: |
Latin American journal of central banking : LAJCB. - Amsterdam : Elsevier, ISSN 2666-1438, ZDB-ID 3035191-1. - Vol. 3.2022, 1, Art.-No. 100046, p. 1-38
|
Subject: | Liquidity | Basel III | Payment systems | Graph theory | Simulation modeling | Simulation | Bankenliquidität | Bank liquidity | Zahlungsverkehr | Payment system | Basler Akkord | Basel Accord | Graphentheorie |
-
Liquidity coverage ratio in a payments network : uncovering contagion paths
Heuver, Richard, (2020)
-
Do banks change their liquidity ratios based on network characteristics?
Ardekani, Aref Mahdavi, (2020)
-
Giordana, Gaston A., (2013)
- More ...
-
Fundamental questions on central counterparties : A review of the literature
Berndsen, Ron, (2021)
-
Toward a Uniform Functional Model of Payment and Securities Settlement Systems
Berndsen, Ron, (2010)
-
Causal reasoning and explanation in dynamic economic systems
Berndsen, Ron, (1994)
- More ...