Payment prioritisation and liquidity risk in collateralised interbank payment systems
Robert De Caux, Markus Brede, Frank McGroarty
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Caux, Robert de ; Brede, Markus ; McGroarty, Frank |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 41.2016, p. 139-150
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| Subject: | Payment systems | Agent based | Game theory | Simulation | Policy | Zahlungsverkehr | Payment transactions | Spieltheorie | Agentenbasierte Modellierung | Agent-based modeling | Bankenliquidität | Bank liquidity | Clearing | Financial clearing | Geldmarkt | Money market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.12.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475954