Search Results - subject:"loss allocation"

On the recovery tools of a central counterparty

Berndsen, Ron - In: The journal of financial market infrastructures 11 (2023) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10014484590

Central Counterparty Loss Allocation and Transmission of Financial Stress

Heath, Alexandra; Kelly, Gerard; Manning, Mark - Reserve Bank of Australia - 2015

methodolgy to consider in greater depth the implications of loss allocation by CCPs to meet obligations once pre-funded financial …

Persistent link: https://www.econbiz.de/10011202988

Central counterparty loss allocation and transmission of financial stress

Heath, Alexandra; Kelly, Gerard; Manning, Mark - 2015

Persistent link: https://www.econbiz.de/10012497636

Loss allocation in energy transmission networks

Bergantiños, Gustavo; González-Díaz, Julio; … - In: Games and economic behavior 102 (2017), pp. 69-97

Persistent link: https://www.econbiz.de/10011792075

Systemic Banking Crises; A New Database

Valencia, Fabian; Laeven, Luc - International Monetary Fund (IMF) - 2008

This paper presents a new database on the timing of systemic banking crises and policy responses to resolve them. The database covers the universe of systemic banking crises for the period 1970-2007, with detailed data on crisis containment and resolution policies for 42 crisis episodes, and...

Persistent link: https://www.econbiz.de/10005599378

How Compatible is Perfect Competition with Transmission Loss Allocation Methods?

Dai, Jing; Phulpin, Yannick; Rious, Vincent; Ernst, Damien - HAL - 2008

This paper addresses the problem of transmission loss allocation in a power system where the generators, the demands … allocated costs. Under those assumptions, we simulate the market dynamics for different types of transmission loss allocation … methods. The results show that the transmission loss allocation scheme can lead to a poorly efficient market in terms of …

Persistent link: https://www.econbiz.de/10008790441

Modeling and investigation of harmonic losses in optimal power flow and power system locational marginal pricing

Norouzi, Hadi; Abedi, Sajjad; Jamalzadeh, Reza; Rad, … - In: Energy 68 (2014) C, pp. 140-147

The locational marginal pricing (LMP) methodology is a well-known strategy in electricity market transactions. In this structure, the active losses and transmission congestion are the key factors discriminating the nodal prices. To generate correct economic signals by LMPs, a realistic modeling...

Persistent link: https://www.econbiz.de/10011053427

Managing Systemic Banking Crises

Quintyn, Marc; Hoelscher, David S. - International Monetary Fund (IMF) - 2003

Recent financial sector crises and their resolution have raised new issues and provided additional experiences to draw on in the future. Banking sector problems in Russia, Turkey, and a few Latin American countries occurred within the context of highly dollarized economies, high levels of...

Persistent link: https://www.econbiz.de/10005590869

Network-cost-loss-allocation methods evaluation under the perspective of the social welfare theory

Jesus, P.M. De Oliveira-De; Leao, M.T. Ponce de; Khodr, H.M. - In: International Journal of Global Energy Issues 28 (2007) 1, pp. 11-31

Different ex post methodologies have been proposed to allocate network losses. Under day-ahead pool-based electricity markets, the implementation of these procedures implies an access-pricing framework based on half-hour or hourly locational prices. Since every allocation procedure modifies the...

Persistent link: https://www.econbiz.de/10005751797

Integrated framework for energy loss allocation in electric distribution systems under liberalised energy markets

Jesus, Paulo M. De Oliveira-de; Leao, M. Teresa Ponce de - In: International Journal of Global Energy Issues 27 (2007) 3, pp. 355-378

network due to the consumer's geographical localisation. Proposed methodology has been tested and compared with different loss … allocation procedures reported in literature under the scope of the social welfare theory in order to assess its impact in the …

Persistent link: https://www.econbiz.de/10008539089