Yinan Nellie Zhang

Personal Details

First Name:	Yinan Nellie
Middle Name:
Last Name:	Zhang
Suffix:
RePEc Short-ID:	pzh582
	[This author has chosen not to make the email address public]
	234 Laurier Ave. West, 7th floor Ottawa, Ontario K1A 0G9
	613-782-8705

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

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. Ajit Desai & Zhentong Lu & Hiru Rodrigo & Jacob Sharples & Phoebe Tian & Nellie Zhang, 2023. "From LVTS to Lynx: Quantitative Assessment of Payment System Transition," Staff Working Papers 23-24, Bank of Canada.

   Cited by:

   1. Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
      • Ajit Desai & Jacob Sharples & Anneke Kosse, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
      • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.
   2. James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
      • James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
      • James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
   3. Irving Fisher Committee, 2024. "Granular data: new horizons and challenges," IFC Bulletins, Bank for International Settlements, number 61.

2. Francisco Rivadeneyra & Nellie Zhang, 2022. "Payment Coordination and Liquidity Efficiency in the New Canadian Wholesale Payments System," Discussion Papers 2022-3, Bank of Canada.

   Cited by:

   1. 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.
   2. Ajit Desai & Zhentong Lu & Hiru Rodrigo & Jacob Sharples & Phoebe Tian & Nellie Zhang, 2023. "From LVTS to Lynx: Quantitative Assessment of Payment System Transition," Staff Working Papers 23-24, Bank of Canada.
   3. Christopher McMahon & Donald McGillivray & Ajit Desai & Francisco Rivadeneyra & Jean-Paul Lam & Thomas Lo & Danica Marsden & Vladimir Skavysh, 2022. "Improving the Efficiency of Payments Systems Using Quantum Computing," Staff Working Papers 22-53, Bank of Canada.

3. Francisco Rivadeneyra & Nellie Zhang, 2020. "Liquidity Usage and Payment Delay Estimates of the New Canadian High Value Payments System," Discussion Papers 2020-9, Bank of Canada.

   Cited by:

   1. Anneke Kosse & Zhentong Lu & Gabriel Xerri, 2020. "Predicting Payment Migration in Canada," Staff Working Papers 20-37, Bank of Canada.
   2. Francisco Rivadeneyra & Nellie Zhang, 2022. "Payment Coordination and Liquidity Efficiency in the New Canadian Wholesale Payments System," Discussion Papers 2022-3, Bank of Canada.
   3. Christopher McMahon & Donald McGillivray & Ajit Desai & Francisco Rivadeneyra & Jean-Paul Lam & Thomas Lo & Danica Marsden & Vladimir Skavysh, 2022. "Improving the Efficiency of Payments Systems Using Quantum Computing," Staff Working Papers 22-53, Bank of Canada.
   4. Pablo S. Castro & Ajit Desai & Han Du & Rodney Garratt & Francisco Rivadeneyra, 2021. "Estimating Policy Functions in Payments Systems Using Reinforcement Learning," Staff Working Papers 21-7, Bank of Canada.

4. Nellie Zhang, 2015. "Changes in Payment Timing in Canada’s Large Value Transfer System," Staff Working Papers 15-20, Bank of Canada.

   Cited by:

   1. Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
      • Ajit Desai & Jacob Sharples & Anneke Kosse, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
      • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.
   2. Irving Fisher Committee, 2024. "Granular data: new horizons and challenges," IFC Bulletins, Bank for International Settlements, number 61.

5. Nellie Zhang, 2012. "Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System," Staff Working Papers 12-15, Bank of Canada.

   Cited by:

   1. Morten L Bech & Cyril Monnet, 2013. "The Impact of Unconventional Monetary Policy on the Overnight Interbank Market," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.
   2. Toni Gravelle & Ron Morrow & Jonathan Witmer, 2023. "Reviewing Canada’s Monetary Policy Implementation System: Does the Evolving Environment Support Maintaining a Floor System?," Discussion Papers 2023-10, Bank of Canada.
   3. Nellie (Yinan) Zhang, 2019. "Estimating the demand for settlement balances in the Canadian Large Value Transfer System: How much is too much?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(2), pages 735-762, May.
   4. Steve Ambler & Jeremy Kronick, 2018. "Navigating Turbulence: Canadian Monetary Policy Since 2004," C.D. Howe Institute Policy Studies, C.D. Howe Institute, number 47_2018, January.
   5. Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
   6. Tong Mu & He Yi, 2017. "Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System," Central European Economic Journal, Sciendo, vol. 2(49), pages 50-61, December.

6. Nellie Zhang & Tom Hossfeld, 2010. "Losses from Simulated Defaults in Canada's Large Value Transfer System," Discussion Papers 10-14, Bank of Canada.

   Cited by:

   1. Lana Embree & Varya Taylor, 2015. "Examining Full Collateral Coverage in Canada’s Large Value Transfer System," Staff Working Papers 15-29, Bank of Canada.

Articles

1. James Chapman & Lana Embree & Tom Roberts & Nellie Zhang, 2011. "Payment Networks: A Review of Recent Research," Bank of Canada Review, Bank of Canada, vol. 2010(Winter), pages 21-27.

   Cited by:

   1. Li, Fuchun & Perez-Saiz, Hector, 2018. "Measuring systemic risk across financial market infrastructures," Journal of Financial Stability, Elsevier, vol. 34(C), pages 1-11.
   2. Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
   3. Sofia Priazhkina & Samuel Palmer & Pablo Martín-Ramiro & Román Orús & Samuel Mugel & Vladimir Skavysh, 2024. "Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm," Staff Working Papers 24-17, Bank of Canada.
   4. Bewaji, Oluwasegun, 2024. "A computational model of bilateral credit limits in payment systems and other financial market infrastructures," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
   5. Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 7 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 (6) 2010-10-30 2012-06-05 2015-06-27 2022-02-14 2023-01-30 2023-05-08. Author is listed
2. NEP-MAC: Macroeconomics (4) 2012-06-05 2015-06-27 2020-09-28 2022-02-14
3. NEP-PAY: Payment Systems and Financial Technology (4) 2020-09-28 2022-02-14 2023-01-30 2023-05-08
4. NEP-MON: Monetary Economics (3) 2012-06-05 2022-02-14 2023-05-08
5. NEP-CMP: Computational Economics (2) 2020-09-28 2023-01-30
6. NEP-HIS: Business, Economic and Financial History (1) 2022-02-14
7. NEP-RMG: Risk Management (1) 2010-10-30

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