IDEAS home Printed from https://ideas.repec.org/e/pzi129.html
   My authors  Follow this author

Peter Zimmerman

Personal Details

First Name:Peter
Middle Name:
Last Name:Zimmerman
Suffix:
RePEc Short-ID:pzi129
[This author has chosen not to make the email address public]
https://sites.google.com/view/peter-zimmerman/home
Terminal Degree:2019 Saïd Business School; Oxford University (from RePEc Genealogy)

Affiliation

Economic Research
Federal Reserve Bank of Cleveland

Cleveland, Ohio (United States)
https://www.clevelandfed.org/our-research/
RePEc:edi:efrbcus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Grant Rosenberger & Peter Zimmerman, 2024. "Interest Rate Risk at US Credit Unions," Working Papers 24-03, Federal Reserve Bank of Cleveland.
  2. Anantha Divakaruni & Peter Zimmerman, 2022. "The Lightning Network: Turning Bitcoin into Money," Working Papers 22-19, Federal Reserve Bank of Cleveland.
  3. Anantha Divakaruni & Peter Zimmerman, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers 21-13, Federal Reserve Bank of Cleveland.
  4. Zimmerman, Peter, 2020. "Blockchain structure and cryptocurrency prices," Bank of England working papers 855, Bank of England.
  5. Rod Garratt & Peter Zimmerman, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.
  6. Denbee, Edward & Garratt, Rodney & Zimmerman, Peter, 2014. "Variations in liquidity provision in real-time payment systems," Bank of England working papers 513, Bank of England.
  7. Benos, Evangelos & Garratt, Rodney & zimmerman, Peter, 2012. "Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers," Bank of England working papers 451, Bank of England.
  8. Wetherilt, Anne & Zimmerman, Peter & Soramaki, Kimmo, 2010. "The sterling unsecured loan market during 2006-08: insights from network theory," Bank of England working papers 398, Bank of England.

Articles

  1. Divakaruni, Anantha & Zimmerman, Peter, 2023. "The Lightning Network: Turning Bitcoin into money," Finance Research Letters, Elsevier, vol. 52(C).
  2. Paola Boel & Peter Zimmerman, 2022. "Unbanked in America: A Review of the Literature," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2022(07), pages 1-10, May.
  3. Paola Boel & Peter Zimmerman, 2022. "Why Worry about Financial Exclusion?," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2022(09), pages 1-10, August.
  4. Garratt, Rodney & Zimmerman, Peter, 2020. "Centralized netting in financial networks," Journal of Banking & Finance, Elsevier, vol. 112(C).
  5. Brian Coulter & Joel Shapiro & Peter Zimmerman, 2018. "A Mechanism for LIBOR [Optimal selling strategies under uncertainty for a discriminating monopolist when demands are interdependent]," Review of Finance, European Finance Association, vol. 22(2), pages 491-520.
  6. Evangelos Benos & Rodney J. Garratt & Peter Zimmerman, 2014. "The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 143-172, December.
  7. Sowerbutts, Rhiannon & Zimmerman, Peter & Zer, Ilknur, 2013. "Banks’ disclosure and financial stability (110KB)," Bank of England Quarterly Bulletin, Bank of England, vol. 53(4), pages 326-335.

Books

  1. Manning, Mark & Nier, Erlend & Schanz, Jochen (ed.), 2009. "The Economics of Large-value Payments and Settlement: Theory and Policy Issues for Central Banks," OUP Catalogue, Oxford University Press, number 9780199571116.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Anantha Divakaruni & Peter Zimmerman, 2022. "The Lightning Network: Turning Bitcoin into Money," Working Papers 22-19, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Zimmerman, Peter, 2020. "Blockchain structure and cryptocurrency prices," Bank of England working papers 855, Bank of England.
    2. Murray A. Rudd, 2023. "Bitcoin Is Full of Surprises," Challenges, MDPI, vol. 14(2), pages 1-14, May.

  2. Anantha Divakaruni & Peter Zimmerman, 2021. "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," Working Papers 21-13, Federal Reserve Bank of Cleveland.

    Cited by:

    1. Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021. "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers 202166, University of Pretoria, Department of Economics.
    2. Robin Greenwood & Toomas Laarits & Jeffrey Wurgler, 2022. "Stock Market Stimulus," NBER Working Papers 29827, National Bureau of Economic Research, Inc.
    3. Maouchi, Youcef & Charfeddine, Lanouar & El Montasser, Ghassen, 2022. "Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs," Finance Research Letters, Elsevier, vol. 47(PA).

  3. Zimmerman, Peter, 2020. "Blockchain structure and cryptocurrency prices," Bank of England working papers 855, Bank of England.

    Cited by:

    1. Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022. "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, vol. 49(C).
    2. Eric Ghysels & Giang Nguyen, 2019. "Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange," JRFM, MDPI, vol. 12(4), pages 1-26, October.
    3. Min-Bin Lin & Kainat Khowaja & Cathy Yi-Hsuan Chen & Wolfgang Karl Hardle, 2020. "Blockchain mechanism and distributional characteristics of cryptos," Papers 2011.13240, arXiv.org, revised Aug 2021.
    4. Divakaruni, Anantha & Zimmerman, Peter, 2023. "The Lightning Network: Turning Bitcoin into money," Finance Research Letters, Elsevier, vol. 52(C).
    5. Son, Dong-Hoon, 2023. "On-demand ride-sourcing markets with cryptocurrency-based fare-reward scheme," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 171(C).
    6. Kim, S. Thomas, 2022. "Is it worth to hold bitcoin?," Finance Research Letters, Elsevier, vol. 44(C).
    7. Rod Garratt & Maarten van Oordt, 2020. "Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies," Staff Working Papers 20-27, Bank of Canada.
    8. Sakemoto, Ryuta, 2021. "Economic Evaluation of Cryptocurrency Investment," MPRA Paper 108283, University Library of Munich, Germany.
    9. Onur Özdemir, 2022. "Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.

  4. Rod Garratt & Peter Zimmerman, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.

    Cited by:

    1. Paddrick, Mark & Young, H. Peyton, 2021. "How safe are central counterparties in credit default swap markets?," LSE Research Online Documents on Economics 101170, London School of Economics and Political Science, LSE Library.
    2. Andrea Aguiar & Dror Y. Kenett & Richard Bookstaber & Thomas Wipf, 2016. "A Map of Collateral Uses and Flows," Working Papers 16-06, Office of Financial Research, US Department of the Treasury.
    3. Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019. "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series 2019-058, Board of Governors of the Federal Reserve System (U.S.).
    4. Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019. "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 78-95.
    5. Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
    6. H Peyton Young & Mark Paddrik, 2019. "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers 885, University of Oxford, Department of Economics.
    7. Binbin Deng, 2017. "Counterparty risk, central counterparty clearing and aggregate risk," Annals of Finance, Springer, vol. 13(4), pages 355-400, November.
    8. Cucic, Dominic, 2022. "Central clearing and loss allocation rules," Journal of Financial Markets, Elsevier, vol. 59(PA).

  5. Denbee, Edward & Garratt, Rodney & Zimmerman, Peter, 2014. "Variations in liquidity provision in real-time payment systems," Bank of England working papers 513, Bank of England.

    Cited by:

    1. Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
    2. León, Carlos & Barucca, Paolo & Acero, Oscar & Gage, Gerardo & Ortega, Fabio, 2020. "Pattern recognition of financial institutions’ payment behavior," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    3. Paulick, Jan & Berndsen, Ron & Diehl, Martin & Heijmans, Ronald, 2021. "No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2," Discussion Paper 2021-022, Tilburg University, Center for Economic Research.

  6. Benos, Evangelos & Garratt, Rodney & zimmerman, Peter, 2012. "Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers," Bank of England working papers 451, Bank of England.

    Cited by:

    1. Evangelos Benos & Rodney J. Garratt & Peter Zimmerman, 2014. "The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 143-172, December.
    2. Denbee, Edward & Garratt, Rodney & Zimmerman, Peter, 2014. "Variations in liquidity provision in real-time payment systems," Bank of England working papers 513, Bank of England.
    3. Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2021. "Network risk and key players: A structural analysis of interbank liquidity," Journal of Financial Economics, Elsevier, vol. 141(3), pages 831-859.
    4. Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," Borradores de Economia 12651, Banco de la Republica.
    5. Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
    6. Neville Arjani & Ronald Heijmans, 2020. "Is there anybody out there? Detecting operational outages from LVTS transaction data," Working Papers 683, DNB.
    7. B. Craig & D. Salakhova & M. Saldias, 2018. "Payments delay: propagation and punishment," Working papers 671, Banque de France.
    8. Foote, Elizabeth, 2014. "Information asymmetries and spillover risk in settlement systems," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 179-190.

  7. Wetherilt, Anne & Zimmerman, Peter & Soramaki, Kimmo, 2010. "The sterling unsecured loan market during 2006-08: insights from network theory," Bank of England working papers 398, Bank of England.

    Cited by:

    1. Evangelos Benos & Rodney J. Garratt & Peter Zimmerman, 2014. "The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 143-172, December.
    2. Fecht, Falko & Peydró, José-Luis & Abbassi, Puriya & Bräuning, Falk, 2015. "Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis," CEPR Discussion Papers 10479, C.E.P.R. Discussion Papers.
    3. Dasha Safonova, 2017. "Interbank Network Disruptions and The Real Economy," 2017 Meeting Papers 1568, Society for Economic Dynamics.
    4. Craig, Ben & von Peter, Goetz, 2014. "Interbank tiering and money center banks," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 322-347.
    5. Rod Garratt & Peter Zimmerman, 2015. "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports 717, Federal Reserve Bank of New York.
    6. Morten L. Bech & Carl T. Bergstrom & Rod Garratt & Martin Rosvall, 2011. "Mapping change in the federal funds market," Staff Reports 507, Federal Reserve Bank of New York.
    7. Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2021. "Network risk and key players: A structural analysis of interbank liquidity," Journal of Financial Economics, Elsevier, vol. 141(3), pages 831-859.
    8. Benos, Evangelos & Garratt, Rodney & zimmerman, Peter, 2012. "Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers," Bank of England working papers 451, Bank of England.
    9. Ãdám Banai & András Kollarik & András Szabó-Solticzky, 2014. "The Network Topology of the Hungarian Short-Term Foreign Exchange Swap Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 6(2).
    10. Chiu, Jonathan & Monnet, Cyril, 2016. "Relationships in the interbank market," Working Paper Series 19479, Victoria University of Wellington, School of Economics and Finance.
    11. Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015. "An Empirical Analysis of Funding Costs Spillovers in the EURO-zone with Application to Systemic Risk," NBER Working Papers 21462, National Bureau of Economic Research, Inc.
    12. Prof. Dr. Sébastien P. Kraenzlin & Benedikt von Scarpatetti, 2011. "Bargaining Power in the Repo Market," Working Papers 2011-14, Swiss National Bank.
    13. Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
    14. Anthony Brassil & Gabriela Nodari, 2018. "A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market," RBA Research Discussion Papers rdp2018-01, Reserve Bank of Australia.
    15. Anna Kovner & David R. Skeie, 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
    16. Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015. "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers 2015-4, Princeton University. Economics Department..
    17. Sam Langfield & Kimmo Soramäki, 2016. "Interbank Exposure Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 3-17, January.
    18. Eisert, Tim & Eufinger, Christian, 2014. "Interbank network and bank bailouts: Insurance mechanism for non-insured creditors?," SAFE Working Paper Series 10, Leibniz Institute for Financial Research SAFE, revised 2014.
    19. León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.
    20. Brassil, Anthony & Nodari, Gabriela, 2021. "A Density-Based estimator of core/periphery network structures," Journal of Banking & Finance, Elsevier, vol. 125(C).
    21. Bernardo Bravo-Benitez & Biliana Alexandrova-Kabadjova & Serafin Martinez-Jaramillo, 2016. "Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 19-47, January.
    22. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
    23. León, C., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.
    24. Jaimes Caruana, 2013. "Measuring Systemic Risk," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 9, Edward Elgar Publishing.
    25. Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York.
    26. Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015. "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers 2015-5, Princeton University. Economics Department..
    27. Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
    28. Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014. "An Agent-based Model for Financial Vulnerability," Working Papers 14-05, Office of Financial Research, US Department of the Treasury, revised Sep 2014.
    29. Tim Eisert & Christian Eufinger, 2019. "Interbank Networks and Backdoor Bailouts: Benefiting from Other Banks’ Government Guarantees," Management Science, INFORMS, vol. 65(8), pages 3673-3693, August.
    30. Perlin, Marcelo & Schanz, Jochen, 2011. "System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis," Bank of England working papers 427, Bank of England.
    31. Jurgilas, Marius & Zikes, Filip, 2012. "Implicit intraday interest rate in the UK unsecured overnight money market," Bank of England working papers 447, Bank of England.
    32. Galbiati, Marco & Soramaki, Kimmo, 2013. "Central counterparties and the topology of clearing networks," Bank of England working papers 480, Bank of England.
    33. Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2012. "Efficiency and Bargaining Power in the Interbank Loan Market," Staff Working Papers 12-29, Bank of Canada.
    34. Jonathan Chiu & Jens Eisenschmidt & Cyril Monnet, 2019. "Online Appendix to "Relationships in the Interbank Market"," Online Appendices 18-238, Review of Economic Dynamics.

Articles

  1. Divakaruni, Anantha & Zimmerman, Peter, 2023. "The Lightning Network: Turning Bitcoin into money," Finance Research Letters, Elsevier, vol. 52(C).
    See citations under working paper version above.
  2. Paola Boel & Peter Zimmerman, 2022. "Unbanked in America: A Review of the Literature," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2022(07), pages 1-10, May.

    Cited by:

    1. Blanco, Luisa R. & Hernandez, Isaias & Thames, April D. & Chen, Lucia & Serido, Joyce, 2023. "Mind your money: A community-based digital intervention for improving financial capability among Hispanics," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 629-643.

  3. Garratt, Rodney & Zimmerman, Peter, 2020. "Centralized netting in financial networks," Journal of Banking & Finance, Elsevier, vol. 112(C).

    Cited by:

    1. Tomaž Fleischman & Paolo Dini, 2021. "Mathematical Foundations for Balancing the Payment System in the Trade Credit Market," JRFM, MDPI, vol. 14(9), pages 1-25, September.
    2. Fleischman, Tomaž & Dini, Paolo, 2021. "Mathematical foundations for balancing the payment system in the trade credit market," LSE Research Online Documents on Economics 112151, London School of Economics and Political Science, LSE Library.
    3. Paddrick, Mark & Young, H. Peyton, 2021. "How safe are central counterparties in credit default swap markets?," LSE Research Online Documents on Economics 101170, London School of Economics and Political Science, LSE Library.
    4. Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.
    5. CHEN, Yuanyuan & WU, Qi & LI, Duan, 2023. "Counter-cyclical Margins for Option Portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    6. Benos, Evangelos & Huang, Wenqian & Menkveld, Albert & Vasios, Michalis, 2019. "The cost of clearing fragmentation," Bank of England working papers 800, Bank of England, revised 22 Nov 2019.
    7. Injun Hwang & Baeho Kim, 2022. "A systemic change of measure from central clearing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1738-1754, September.
    8. EDOARDO GAFFEO & Lucio Gobbi & Massimo Molinari, 2018. "Bilateral netting and systemic liquidity shortages in banking networks," DEM Working Papers 2018/06, Department of Economics and Management.
    9. Injun Hwang & Baeho Kim, 2020. "Heterogeneity and netting efficiency under central clearing: A stochastic network analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(2), pages 192-208, February.
    10. H Peyton Young & Mark Paddrik, 2019. "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers 885, University of Oxford, Department of Economics.
    11. Miyakoshi, Tatsuyoshi & Shimada, Junji, 2022. "Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    12. Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.

  4. Brian Coulter & Joel Shapiro & Peter Zimmerman, 2018. "A Mechanism for LIBOR [Optimal selling strategies under uncertainty for a discriminating monopolist when demands are interdependent]," Review of Finance, European Finance Association, vol. 22(2), pages 491-520.

    Cited by:

    1. Markus Baldauf & Christoph Frei & Joshua Mollner, 2022. "Principal Trading Arrangements: When Are Common Contracts Optimal?," Management Science, INFORMS, vol. 68(4), pages 3112-3128, April.
    2. Robert Jarrow & Siguang Li, 2023. "Interest rate swaps: a comparison of compounded daily versus discrete reference rates," Review of Derivatives Research, Springer, vol. 26(1), pages 1-21, April.

  5. Evangelos Benos & Rodney J. Garratt & Peter Zimmerman, 2014. "The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 143-172, December.

    Cited by:

    1. Jushua Baldoceda & Anthony Meza, 2022. "Liquidity Risk and Interdependence in Payment Systems: The Case of Peru," IHEID Working Papers 01-2022, Economics Section, The Graduate Institute of International Studies.
    2. Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
    3. Paulick, Jan & Berndsen, Ron & Diehl, Martin & Heijmans, Ronald, 2021. "No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2," Discussion Paper 2021-022, Tilburg University, Center for Economic Research.
    4. Thomas J. Carter, 2017. "Optimal Interbank Regulation," Staff Working Papers 17-48, Bank of Canada.
    5. Biliana Alexandrova Kabadjova & Anton Badev & Saulo Benchimol Bastos & Evangelos Benos & Freddy Cepeda- Lopéz & James Chapman & Martin Diehl & Ioana Duca-Radu & Rodney Garratt & Ronald Heijmans & Anne, 2023. "Intraday liquidity around the world," BIS Working Papers 1089, Bank for International Settlements.
    6. Rodney J. Garratt & Zhentong Lu & Phoebe Tian, 2023. "How Banks Create Gridlock to Save Liquidity in Canada's Large Value Payment System," Staff Working Papers 23-26, Bank of Canada.
    7. Q. Farooq Akram & Casper Christophersen, 2015. "Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support," Working Paper 2016/2, Norges Bank.

  6. Sowerbutts, Rhiannon & Zimmerman, Peter & Zer, Ilknur, 2013. "Banks’ disclosure and financial stability (110KB)," Bank of England Quarterly Bulletin, Bank of England, vol. 53(4), pages 326-335.

    Cited by:

    1. Batten,, Sandra & Sowerbutts, Rhiannon & Tanaka, Misa, 2016. "Let’s talk about the weather: the impact of climate change on central banks," Bank of England working papers 603, Bank of England.
    2. Beau, Emily & Hill, John & Hussain, Tanveer & Nixon, Dan, 2014. "Bank funding costs: what are they, what determines them and why do they matter?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(4), pages 370-384.
    3. Yener Altunbaş & Salvatore Polizzi & Enzo Scannella & John Thornton, 2022. "European Banking Union and bank risk disclosure: the effects of the Single Supervisory Mechanism," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 649-683, February.
    4. Button, Richard & Knott, Samual & Macmanus, Conor & Willison, Matthew, 2015. "Desperate adventurers and men of straw: the failure of City of Glasgow Bank and its enduring impact on the UK banking system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(1), pages 23-35.

Books

  1. Manning, Mark & Nier, Erlend & Schanz, Jochen (ed.), 2009. "The Economics of Large-value Payments and Settlement: Theory and Policy Issues for Central Banks," OUP Catalogue, Oxford University Press, number 9780199571116.

    Cited by:

    1. Malte Krüger, 2017. "Money and Credit: Lessons of the Irish bank strike of 1970," ROME Working Papers 201713, ROME Network.
    2. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia 11105, Banco de la Republica.
    3. Evangelos Benos & Rodney J. Garratt & Peter Zimmerman, 2014. "The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 143-172, December.
    4. Iwańczuk-Kaliska Anna, 2017. "Challenges for central banks in a changing payments landscape," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 13(2), pages 75-86, December.
    5. Laine, Tatu & Korpinen, Kasperi, 2021. "Measuring counterparty risk in FMIs," BoF Economics Review 9/2021, Bank of Finland.
    6. Ali, Robleh & Barrdear, John & Clews, Roger & Southgate, James, 2014. "Innovations in payment technologies and the emergence of digital currencies," Bank of England Quarterly Bulletin, Bank of England, vol. 54(3), pages 262-275.
    7. Benos, Evangelos & Garratt, Rodney & zimmerman, Peter, 2012. "Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers," Bank of England working papers 451, Bank of England.
    8. Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
    9. Erlend Nier, 2009. "Financial Stability Frameworks and the Role of Central Banks: Lessons From the Crisis," IMF Working Papers 2009/070, International Monetary Fund.
    10. Norman, Ben, 2010. "Financial Stability Paper No 7: Liquidity Saving in Real-Time Gross Settlement Systems - an Overview," Bank of England Financial Stability Papers 7, Bank of England.
    11. Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, January.
    12. Schulz, Christian, 2011. "Liquidity requirements and payment delays - participant type dependent preferences," Working Paper Series 1291, European Central Bank.
    13. Ota, Tomohiro, 2011. "Intraday two-part tariff in payment systems," Bank of England working papers 428, Bank of England.
    14. B. Craig & D. Salakhova & M. Saldias, 2018. "Payments delay: propagation and punishment," Working papers 671, Banque de France.
    15. Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
    16. Sinelnikova-Muryleva, Elena (Синельников-Мурылева, Елена), 2018. "Analysis of the Consequences of the Development of Payment Systems for Monetary Policy in the Context of Deepening Financial Markets [Анализ Последствий Развития Платежных Систем Для Денежно-Кредит," Working Papers 031813, Russian Presidential Academy of National Economy and Public Administration.
    17. McLeay, Michael & Radia, Amar & Thomas, Ryland, 2014. "Money in the modern economy: an introduction," Bank of England Quarterly Bulletin, Bank of England, vol. 54(1), pages 4-13.
    18. Davies, Richard & Richardson, Peter & Katinaite, Vaiva & Manning, Mark, 2010. "Evolution of the UK banking system," Bank of England Quarterly Bulletin, Bank of England, vol. 50(4), pages 321-332.
    19. Perlin, Marcelo & Schanz, Jochen, 2011. "System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis," Bank of England working papers 427, Bank of England.
    20. Ball, Alan & Denbee, Edward & Manning, Mark & Wetherilt, Anne, 2011. "Financial Stability Paper No 11: Intraday Liquidity - Risk and Regulation," Bank of England Financial Stability Papers 11, Bank of England.
    21. Alexandrova-Kabadjova Biliana & Solís-Robleda Francisco, 2013. "Managing Intraday Liquidity: The Mexican Experience," Working Papers 2013-01, Banco de México.
    22. Tomohiro Ota, 2016. "Sequential payments and optimal pricing in payment systems," Annals of Finance, Springer, vol. 12(3), pages 441-463, December.
    23. Constanza Martínez & Freddy Cepeda, 2016. "Free-riding on Liquidity in the Colombian LVPS," Borradores de Economia 977, Banco de la Republica de Colombia.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (5) 2010-08-06 2012-07-01 2014-11-01 2022-07-11 2024-02-26. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2012-07-01 2014-11-01 2020-02-24 2021-07-26 2022-07-11. Author is listed
  3. NEP-MON: Monetary Economics (4) 2010-08-06 2020-02-24 2022-07-11 2024-02-26
  4. NEP-PAY: Payment Systems and Financial Technology (4) 2020-02-24 2021-07-26 2021-08-16 2022-07-11
  5. NEP-CBA: Central Banking (2) 2010-08-06 2012-07-01
  6. NEP-CWA: Central and Western Asia (2) 2021-07-26 2021-08-16
  7. NEP-NET: Network Economics (2) 2015-03-13 2022-07-11
  8. NEP-ORE: Operations Research (2) 2020-02-24 2021-07-26
  9. NEP-RMG: Risk Management (2) 2012-07-01 2024-02-26
  10. NEP-FDG: Financial Development and Growth (1) 2022-07-11
  11. NEP-FMK: Financial Markets (1) 2020-02-24
  12. NEP-IAS: Insurance Economics (1) 2012-07-01
  13. NEP-IFN: International Finance (1) 2015-03-13
  14. NEP-ISF: Islamic Finance (1) 2021-08-16
  15. NEP-PUB: Public Finance (1) 2021-07-26

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Peter Zimmerman should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.