Showing 1 - 10 of 52
With the purpose of measuring and monitoring systemic risk, some topological properties of the interbank exposures and the payments system networks are studied. We propose non-topological measures which are useful to describe the individual behavior of banks in both networks. The evolution of...
Persistent link: https://www.econbiz.de/10010322574
Payment systems play a key role in the financial infrastructure of all modern economies. Participants of payment systems need access to intraday liquidity to fulfill their payment obligations. They do that either using their own funds, which are costly, or recycling incoming payment. In order to...
Persistent link: https://www.econbiz.de/10010322611
The present study calculates the proportional liquidity usage of the Mexican Real Time Settlement Payment System, SPEI, during a one month period. In particular, our interest is to get insights on how different is the liquidity level at the settlement in real time of low and large value payment...
Persistent link: https://www.econbiz.de/10009724083
We simulate the short- and long-term distributional consequences of COVID-19 in the four largest Latin American economies: Argentina, Brazil, Colombia, and Mexico. We show that the short-term impact on income inequality and poverty can be very significant, but that additional spending on social...
Persistent link: https://www.econbiz.de/10014333876
With the purpose of measuring and monitoring systemic risk, some topological properties of the interbank exposures and the payments system networks are studied. We propose non-topological measures which are useful to describe the individual behavior of banks in both networks. The evolution of...
Persistent link: https://www.econbiz.de/10009613740
Payment systems play a key role in the financial infrastructure of all modern economies. Participants of payment systems need access to intraday liquidity to fulfill their payment obligations. They do that either using their own funds, which are costly, or recycling incoming payment. In order to...
Persistent link: https://www.econbiz.de/10009705417
estimated through a VAR, the calibrated the model. Then, we contrast the baseline scenario of initial conditions with respect to …
Persistent link: https://www.econbiz.de/10012920709
With the purpose of measuring and monitoring systemic risk, some topological properties of the interbank exposures and the payments system networks are studied. We propose non-topological measures which are useful to describe the individual behavior of banks in both networks. The evolution of...
Persistent link: https://www.econbiz.de/10013101223
The ACTOM toolbox is designed to provide value over a range of field cases with diverse subsurface geology and environmental marine characteristics. Whereas the end-product of the toolbox is to aid users in defining a monitoring plan that will satisfy local stakeholders, one intermediate outcome...
Persistent link: https://www.econbiz.de/10014240948
This paper shows that the evolution of the level of Mexico real and real per capita output between 1895 and 2008 can be adequately described through a trendstationary model, affected by 4 structural breaks, which occurred at dates that seem to coincide with domestic institutional arrangements,...
Persistent link: https://www.econbiz.de/10010322550