Monitoring intraday liquidity risks in a real-time gross settlement system
Year of publication: |
2021
|
---|---|
Authors: | Arjani, Neville ; Li, Fuchun ; Sabetti, Leonard |
Published in: |
The journal of financial market infrastructures. - London : Infopro Digital, ISSN 2049-5404, ZDB-ID 2694628-2. - Vol. 9.2021, 3, p. 29-51
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Subject: | real-time gross settlement system (RTGS) | intraday liquidity credit | intraday liquidityrisk indicator | early warning indicator | settlement risk | Zahlungsverkehr | Payment transactions | Bankenliquidität | Bank liquidity | Theorie | Theory | Clearing | Financial clearing | Frühwarnsystem | Early warning system | Geldmarkt | Money market | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Bankenkrise | Banking crisis | Zeit | Time |
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