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Network analysis and Canada's large value transfer system

Embree, Lana; Roberts, Tom - 2009

complex relationships and interdependencies that exist in a payment, clearing, and settlement system (PCSS), and allow an … remained stable from 2004 to 2008, even through the credit crisis. -- Payment, clearing, and settlement systems ; Financial … PCSS network and describe the daily and intraday network structure of payment activity in the Large Value Transfer System …

Persistent link: https://www.econbiz.de/10003933244

Applications of liquidity risk discovery using financial market infrastructures transaction archives

Heuver, Richard - 2020

Persistent link: https://www.econbiz.de/10012294786

Payment coordination and liquidity efficiency in wholesale payments systems

Rivadeneyra, Francisco; Zhang, Nellie - In: The journal of financial market infrastructures 10 (2022) 3, pp. 31-68

Persistent link: https://www.econbiz.de/10014335792

Liquidity Risk in Sequential Trading Networks

Kariv, Shachar - 2017

This paper develops a model of intermediated exchange with budget-constrained traders who are embedded in a trading network. An experimental investigation confirms the theory's baseline predictions. Traders adopt monotone strategies with higher-budget intermediaries offering to pay more for...

Persistent link: https://www.econbiz.de/10012967921

Executive Network Centrality and Stock Liquidity

Egginton, Jared F. - 2018

We examine the relationship between stock market liquidity and the network centrality of firm executives. We find that firms whose executive officers are more central in the network of executives have narrower spreads and reduced stock liquidity costs. We use an exogenous network centrality...

Persistent link: https://www.econbiz.de/10012917942

How Trade Matching Forms in the Credit Default Swap Market

Kim, Jun Sung - 2019

participants' characteristics. Using data from the Depository Trust & Clearing Corporation on trade matching decisions in the UK …

Persistent link: https://www.econbiz.de/10012903967

Credit Risk Assessment in Real Estate Investment Trusts : A Perspective on Blockholding and Lending Networks

Kanno, Masayasu - 2019

This study assesses the credit risk of Japan's real estate investment trusts (J-REITs) in two related markets during the fiscal years 2008--2017. The first J-REIT market involves blockholders, while the second is a lending market of institutions (i.e., banks and insurers). Unlike investment...

Persistent link: https://www.econbiz.de/10012891140

XRP Network and Proposal of Flow Index

Aoyama, Hideaki - 2021

XRP is a modern crypto-asset (crypto-currency) developed by Ripple Labs, which has been increasing its financial presence. We study its transaction history available as ledger data. An analysis of its basic statistics, correlations, and network properties are presented. Motivated by the behavior...

Persistent link: https://www.econbiz.de/10013221151

Out of Sight, Out of Mind : The Value of Political Connections in Social Networks

Nguyen, Bang Dang - 2012

Focusing on former university classmates among corporate directors and U.S. congressmen, and the regression discontinuity design of close Congress elections from 2000 to 2008, we provide robust evidence of the causal impact of social-network based political connections on firm value. The value...

Persistent link: https://www.econbiz.de/10013109078

Structural Distortions in the Euro Interbank Market : The Role of ‘Key Players’ During the Recent Market Turmoil

Liberati, Caterina - 2013

We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in the Electronic Market for Interbank Deposits (e-Mid)...

Persistent link: https://www.econbiz.de/10013090572