Our paper applies a deep neural network autoencoder (AE) to detect anomalous payment flows in Canada's retail batch clearing payments system, the Automated Clearing Settlement System (ACSS). We aim to investigate an AE's potential for detecting complex changes in the liquidity outflows between...

Large banks and critical financial market infrastructures (FMIs) that are not able to fulfill their payment obligations, for example following a bankruptcy or cyber-attack, can be a source of financial instability and contagion in the financial system. This paper develops a composite risk...