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Undated material is presented at the end, although it may be more recent than other items
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- 2206672 Is collateral becoming scarce? Evidence for the euro area
by Anouk Levels and Jeannette Capel - 2206678 (In)efficient investment in financial market infrastructure: the role of governance structures
by Thorsten V. Koeppl - 2206684 Estimating the intraday liquidity risk of financial institutions: a Monte Carlo simulation approach
by Carlos León - 2206686 Auto-collateralization as a liquidity-saving mechanism
by Soren Korsgaard - 2229038 A central bank perspective on liquidity management
by J. J. Spaanderman - 2229041 A dual consent approach for payments
by Ron J. Berndsen and Daaf van Oudheusden - 2229046 Intraday patterns and timing of TARGET2 interbank payments
by Marco Massarenti, Silvio Petriconi and Johannes Lindner - 2229060 The impact of microchips on payment card fraud
by Guerino Ardizzi - 2255892 Making the over-the-counter derivatives markets safe: a fresh look
by Manmohan Singh - 2255895 Network dynamics of TOP payments
by Marc Pröpper, Iman Van Lelyveld and Ronald Heijmans - 2255899 Measuring free riding in large-value payment systems: the case of TARGET2
by Martin Diehl - 2255903 Pricing, competition and innovation in retail payment systems: a brief overview
by Wilko Bolt - 2275575 The effects of settlement methods on liquidity needs in Japan: an empirical study based on funds-transfer data from BOJ-NET
by Saiki Tsuchiya - 2275580 To link or not to link? Netting and exposures between central counterparties
by Stacey Anderson, Jean Philippe Dion and Hector Perez-Saiz - 2275583 Tourist Test interchange fees for card payments: down or out?
by Nicole Jonker and Mirjam Plooij - 2275593 Central banks and foreign collateral
by Jeannette Capel - 2275598 Card versus cash: empirical evidence of the impact of payment card interchange fees on end users’ choice of payment methods
by Guerino Ardizzi - 2294769 Liquidity and central clearing: evidence from the credit default swap market
by Joshua Slive, Jonathan Witmer and ElizabethWoodman - 2294773 The social and private costs of retail payment instruments: a European perspective
by Heiko Schmiedel, Gergana L. Kostova and Wiebe Ruttenberg - 2294787 Designing an expert-knowledge-based systemic importance index for financial institutions
by Carlos León and Clara Machado - 2317930 Optimal central securities depository reshaping toward TARGET2-Securities
by Fabien Mercier and Stephan Sauer - 2317936 Payment system design and participant operational disruptions
by Ashwin Clarke and Jennifer Hancock - 2317938 Toward a uniform functional model of the financial infrastructure
by Ron J. Berndsen - 2335125 Is this bank ill? The diagnosis of doctor TARGET2
by Ronald Heijmans & Richard Heuver - 2335130 Network indicators for monitoring intraday liquidity in BOK-Wire+
by Seungjin Baek, Kimmo Soramäki and JaehoYoon - 2335148 Assessing financial market infrastructures’ systemic importance with authority and hub centrality
by Carlos León and Jhonatan Pérez - 2335149 Central counterparty links and clearing system exposures
by Nathanael Cox, Nicholas Garvin and Gerard Kelly - 2352022 Competition in bank-provided payment services
by Wilko Bolt & David Humphrey - 2352026 Correspondent Banking in Euro: bank clustering via self-organizing maps
by Fabio Franch - 2352031 A bill of goods: central counterparties and systemic risk
by Craig Pirrong - 2370939 Analysis of the use and impact of limits
by Alexander Müller & Martin Diehl - 2370942 The impact of retail payment innovations on cash usage
by Ben S. C. Fung, Kim P. Huynh and Leonard Sabetti - 2370964 Inferring unsecured interbank loans and interest rates from interbank payments: an evaluation
by Q. Farooq Akram and Casper Christophersen - 2371015 Faster payments in Denmark
by Kristian Kjeldsen, Lars Egeberg Jensen and Tommy Meng Gladov - 2385907 The fountainhead: analyzing the impact of intraday liquidity on payment behavior
by Rafael J. Jiménez-Durán, Aldo Marini and Javier Pérez-Estrada - 2385913 MF Global: a case study of liquidity risks
by Richard Heckinger - 2385919 Governance of payment systems: a theoretical framework and cross-country comparison
by Bruce J. Summers and Kirstin E.Wells - 2400051 Limiting taxpayer “puts†: an example from central counterparties
by Manmohan Singh - 2402434 An effective recovery and resolution regime for central counterparties
by Working Party, EACH Policy Committee - 2405654 Central bank intervention in large-value payment systems: an experimental approach
by Peter Heemeijer and Ronald Heijmans - 2413546 A dynamic approach to intraday liquidity needs
by Freddy Cepeda López and Fabio Ortega Castro - 2413553 Communities and driver nodes in the TARGET2 payment system
by Marco Galbiati and Lucian Stanciu-Viziteu - 2413557 Cave quid optes: waterfalls and central counterparty capital
by Robert T. Cox - 2426276 Banknote printing in a less-cash society: innovate or not?
by Leo Van Hove - 2426468 Analysis of risk factors in the Korean repo market based on US and European repo market experiences during the global financial crisis
by Ronald Heijmans and Sung-guan Yun - 2426471 Central counterparties: addressing their too-important-to-fail nature
by Froukelien Wendt - 2426475 Regulatory and supervisory deference in the context of Australia’s over-the-counter derivative trade reporting and derivative trade repositories regimes
by Laurence White, Jennifer Dolphin and Rhonda Luo - 2437947 Identification of over and under provision of liquidity in real-time payment systems
by Peter Zimmerman & Edward Denbee & Rodney Garratt - 2437956 Reaction functions of the participants in Colombia’s large-value payment system
by Constanza MartÃnez & Freddy Cepeda - 2437958 Interoperability between central counterparties
by Jürg Mägerle & Thomas Nellen - 2437961 Central counterparties in crisis: the Hong Kong Futures Exchange in the crash of 1987
by Robert T. Cox - 2448878 Identifying historical episodes for central counterparty stress testing
by David Murphy & David Macdonald - 2449612 Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair
by Robert T. Cox & David Murphy & Edwin Budding - 2449626 Skin in the game: central counterparty risk controls and incentives
by Louise Carter & Megan Garner - 2449638 Central counterparties need thicker skins
by Vijay Albuquerque, Christopher Perkins and Mariam Rafi - 2449641 “Incomplete demutualization†and financial market infrastructure: central counterparty ownership and governance after the crisis of 2008–9
by Robert T. Cox & Robert S. Steigerwald - 2449646 Central counterparties and banks: vive la difference
by Mark Jozsef Manning & David Hughes - 2454160 The challenges of derivatives central counterparty interoperability arrangements
by John McPartland & Rebecca Lewis - 2462098 Not all payments are created equal: segmenting the payment landscape
by Gottfried Leibbrandt - 2462101 Wait a minute: the efficacy of discounting versus nonpecuniary payment steering
by Angelika Welte - 2462105 The cost of cash and debit cards in Austria
by Hanns Abele & Guido Schaefer - 2468929 Collateral chains and incentives
by Charles M Kahn & Hyejin Park - 2468960 Impact of monetary policy on collateral reuse
by Ameya Muley - 2468969 Collateral flows and balance sheet(s) space
by Manmohan Singh - 2468970 Mobilization of collateral in Germany as a reflection of monetary policy and financial market developments
by Alexander Müller & Jan Paulick & Jan Fichtner & Hubert Wittenmayer - 2468990 The role of collateral in supporting liquidity
by Yuliya Baranova & Zijun Liu & xx xxxx - 2469241 The effective supply of collateral in Australia
by Mark Jozsef Manning & Belinda Cheung & Angus Moore - 2475955 A map of collateral uses and flows
by Dror Y. Kenett & Richard Bookstaber & Andrea Aguiar & Thomas Wipf - 2479378 I want security: stylized facts about central counterparty collateral and its systemic context
by David Murphy & Henry Holden & Melanie Houllier - 2479762 Granularity, a blessing in disguise: transaction cycles within real-time gross settlement systems
by Ronald Heijmans & Tim van Ark - 4006531 I’ve got you under my skin: large central counterparty financial resources and the incentives they create
by David Murphy - 4124746 The recent crises and central counterparty risk practices in the light of procyclicality: empirical evidence
by Olga Lewandowska & Florian Glaser - 4294266 A network model for central counterparty liquidity risk stress testing under incomplete information
by Max Wong & Patrick Ge Pei & Lam Xin Yee - 5300616 A balanced approach to central counterparty margining
by Sunil Cutinho & Suzanne Sprague & Matt Waldis - 5300626 Managing market liquidity risk in central counterparties
by Evangelos Benos & Pedro Gurrola-Perez & Michael Wood - 5300636 Initial margin model sensitivity analysis and volatility estimation
by Melanie Houllier & David Murphy - 5300646 Performance testing of margin models using time series similarity
by Max Wong & Patrick Ge Pei - 5300651 Initial margin estimations for credit default swap portfolios
by Stanislav Ivanov - 5300656 Cleared margin setting at selected central counterparties
by Richard Heckinger & Robert T. Cox & David Marshall - 5331656 Central counterparty recovery and resolution: the European perspective
by Hannes Huhtaniemi & Marc Peters - 5332686 Estimating “hedge and auction†liquidation costs in central counterparties: a closeout risk approach
by Luis Vicente & Fernando Cerezetti & Alan De Genaro - 5338596 Nondefault loss allocation at central counterparties
by Rebecca Lewis & John McPartland - 5338601 Nonmonotonic trade-offs of tiering in a large-value payment system
by Carlos A. Arango-Arango & Freddy Cepeda - 5384356 The impact of de-tiering in the United Kingdom’s large-value payment system
by Evangelos Benos & Gerardo Ferarra & Pedro Gurrola-Perez - 5384371 SPEI’s diary: econometric analysis of a dynamic network
by Miguel Angel Gavilan-Rubio & Biliana Alexandrova-Kabadjova - 5384661 The threat of privacy
by Charles M Kahn - 5384666 Risk mutualization and financial stability: recovering and resolving a central counterparty
by Radoslav Raykov - 5384796 When do central counterparties enhance market stability?
by David Marshall & Ivana Ruffini & Dominic Anene - 5406576 Central counterparty resolution: an unresolved problem
by Manmohan Singh & Dermot Turing - 5414001 Central counterparties and systemic stability
by Marc Bayle de Jessé - 5415116 Distributed ledger technology in payments, clearing and settlement
by David Mills & Kathy Wang & Brendan Malone & Anjana Ravi & Jeff Marquardt & Clinton Chen & Anton Badev & Timothy Brezinski & Linda Fahy & Kimberley Liao & Vanessa Kargenian & Max Ellithorpe & Wendy Ng & Maria Baird - 5415136 The absence of evidence and the evidence of absence: an algorithmic approach for identifying operational outages in TARGET2
by Marc Glowka & Jan Paulick & Inga Schultze - 5415141 FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures
by Biliana Alexandrova-Kabadjova & Evangelos Benos & Jo Braithwaite & Jorge Cruz Lopez & Ronald Heijmans & Mark Manning & David Murphy & Francisco Rivadeneyra - 5563536 One for my baby (and one more for the road): incentives, default waterfalls and central counterparty skin-in-the-game
by Rebecca Lewis & John McPartland - 5606511 Measuring system-wide resilience of central counterparties
by Stathis Tompaidis - 5708846 A CCP is a CCP is a CCP
by Robert T. Cox & Robert S. Steigerwald - 5708876 Freeriding on liquidity in the Colombian large-value payment system
by Constanza MartÃnez & Freddy Cepeda - 5902206 Empirical assessments of the Reserve Bank of India’s policy measures on payment and settlement systems in India
by Sasanka Maiti & Nandyala Hemachandra - 5922456 Benefits and risks of central clearing in the repurchase agreement market
by Viktoria Baklanova & Ocean Dalton & Stathis Tompaidis - 5940621 The short-term Danish interbank market before, during and after the financial crisis
by Kim Abildgren & Nicolaj Albrechtsen & Mark Strøm Kristoffersen & Søren Truels Nielsen & Rasmus Tommerup - 5940656 Skin in the game
by Dennis McLaughlin - 6119456 A linguistics approach to solving financial services standardization
by Richard Charles Robinson - 6171416 The distribution of clearing members’ risk exposure and how it matters
by Olga Lewandowska & Edgar Mai - 6226391 The centrally cleared interest rate derivatives market: how are clients changing the risk perspective?
by Pawel Fiedor & Sarah Lapschies & Lucia Orszaghova - 6226396 Reducing margin procyclicality at central counterparties
by Radoslav Raykov - 6426941 Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world
by Fernando Cerezetti & Jorge Cruz Lopez & Mark Manning & David Murphy - 6471856 What kind of payments settle in a real time gross settlement system? The case of Norges Bank’s settlement system (NBO)
by Mats Bay Fevolden & Lyndsie Smith - 6512546 Procyclicality and risk-based access: valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures
by Oluwasegun Bewaji - 6785891 Central counterparty anti-procyclicality tools: a closer assessment
by Atsushi Maruyama & Fernando Cerezetti - 6813151 Proof-of-work blockchains and settlement finality: a functional interpretation
by Ruth Wandhöfer & Ron Berndsen - 6855616 Funding and credit risk with locally elliptical portfolio processes: an application to central counterparties
by Leif Andersen & Andrew Dickinson - 7053481 Central counterparties: magic relighting candles?
by Dermot Turing - 7064821 Study of correlation impact on credit default swap margin using a GARCH–DCC-copula framework
by David Li & Roy M. Cheruvelil - 7387881 Supervisory stress testing for central counterparties: a macroprudential, two-tier approach
by Edward Anderson & Fernando Cerezetti & Mark Manning - 7564091 Identification of interbank loans and interest rates from interbank payments: a reliability assessment
by Mats Bay Fevolden & Lyndsie Smith & Q. Farooq Akram - 7564216 Profiling banks: how to use cluster analysis with payment system data
by Marc Glowka - 7564226 Central counterparty auction design
by Gerardo Ferrara & Xin Li & Daniel Marszalec - 7694341 Too much, too young: improving the client clearing mandate
by David Murphy - 7694356 Hypothetical yield curve scenarios for credit stress testing
by Bhavin Desai & Kausick Saha - 7695641 Concentration in cleared derivatives: the case for broadening access to direct central counterparty clearing
by Nahiomy Alvarez & John McPartland - 7701076 Toward reducing the operational risk of emerging technologies adoption in central counterparties through end-to-end testing
by Elena Treshcheva & Rostislav Yavorsky & Iosif Itkin - 7708026 Should the central bank issue e-money?
by Charles M Kahn & Francisco Rivadeneyra & Tsz-Nga Wong - 7722011 Brazil’s BM&F in 1999: a central counterparty near-failure case?
by Norberto Montani Martins - 7722016 Is there anybody out there? Detecting operational outages from Large Value Transfer System transaction data
by Neville Arjani & Ronald Heijmans - 7729121 How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada’s large-value payment system
by Shaun Byck & Ronald Heijmans - 7805856 From use cases to a big data benchmarking framework in clearing houses and exchanges
by Olga Lewandowska & Edgar Mai - 7815261 Using payments data to nowcast macroeconomic variables during the onset of Covid-19
by James Chapman & Ajit Desai - 7816406 Predicting payment migration in Canada
by Anneke Kosse & Zhentong Lu & Gabriel Xerri - 7820071 A descriptive analysis of the client clearing network in the European derivatives landscape
by Argyris Kahros & Alessandro Pioli & Thomas Carraro & Marios Gravanis & Francesco Vacirca - 7820076 An empirical analysis of bill payment choices
by Anneke Kosse - 7826946 The trade-off between liquidity risk and counterparty risk in money market networks
by Carlos León & Miguel Sarmiento - 7834531 Clearing away after Brexit?
by Dermot Turing - 7855626 Retail payments and financial inclusion in Latin America and the Caribbean: identifying gaps and opportunities
by Raúl Morales-Resendiz & Milton Vega & José Aurazo & Anahà Rodriguez - 7857136 Measure twice before you cut: differences in Furfine-type algorithm implementations
by Alexander Müller & Jan Paulick - 7874866 Monitoring intraday liquidity risks in a real-time gross settlement system
by Neville Arjani & Fuchun Li & Leonard Sabetti - 7876796 Credit default swap market retrospective: observations from the 2008–9 financial crisis and the onset of the Covid-19 pandemic
by Stanislav Ivanov & Richard Jordan & Ian Springle - 7907111 Central counterparty capital and nondefault losses
by Dennis McLaughlin - 7914886 What drives Bitcoin fees? Using SegWit to assess Bitcoin’s long-run sustainability
by Collin Brown & Jonathan Chiu & Thorsten V. Koeppl - 7914891 Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model
by Aishwarya Nair & Lee Braine - 7919491 A cost–benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models
by David Murphy & Nicholas Vause - 7919516 Climate risk and central counterparty risk management
by Andrew Bryan & Fernando Cerezetti & Karl Klasén & Owen Thorpe & Teo Floor & Hardy Wenge & Max Chan & Rafael Plata - 7949451 The customer settlement risk externality at US securities central counterparties
by Sam Schulhofer-Wohl - 7950061 Procyclicality of central counterparty margin models: systemic problems need systemic approaches
by Pedro Gurrola-Perez - 7953691 Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation
by Jayanth R. Varma & Vineet Virmani - 7953721 Do DEXs work? Using Uniswap V2 to explore the effectiveness of decentralized exchanges
by Yuen C. Lo & Francesca Medda - 7954433 “Closing the gaps: moving forward on tail risks in central clearing†: a central bank of issue perspective
by Klaus Löber & Corinna Freund - 7955331 Falling use of cash and population age structure
by Tanai Khiaonarong & David Humphrey - 7956394 Payment coordination and liquidity efficiency in wholesale payments systems
by Francisco Rivadeneyra & Nellie Zhang - 7956396 Mitigating margin procyclicality: the effectiveness of anti-procyclicality measures during the Covid-19 stress event
by Argyris Kahros & Marco Weissler - 7956482 Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system
by Neville Arjani & Fuchun Li & Zhentong Lu - 7957610 Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
by Aniket Bhanu & Vineet Virmani - 7957685 Transmission of cyber risk through the Canadian wholesale payment system
by Anneke Kosse & Zhentong Lu - 7957848 Illustrative industry architecture to mitigate potential fragmentation across a central bank digital currency and commercial bank money
by Lee Braine & Shreepad Shukla - 7958850 The trade-off between shorter settlement times and multilateral netting benefits in deferred net settlement
by Dennis McLaughlin - 7958857 On the recovery tools of a central counterparty
by Ron Berndsen - 7958934 Are cryptocurrencies cryptic or a source of arbitrage? A genetic algorithm approach
by Oluwasegun Bewaji & Sania Hamid & Timothy Aerts & Shaun Byck & Ronald Heijmans & Ellen van der Woerd - 7959312 Centralized and decentralized payments networks: a simple cost comparison
by Peter Stella - 7959348 Alternative margin models for mortgage-backed securities
by David Li & Roy M. Cheruvelil & Viktoria Baklanova - 7959350 Just solve it: a simple method to improve the design and performance of liquidity-saving mechanisms
by Jordan Cambe & Zhiyi Xing - 7959851 Correlation breakdowns, spread positions and central counterparty margin models
by David Li & Fernando Cerezetti & Roy M. Cheruvelil - 7959853 The market liquidity of interest rate swaps
by Ismael Alexander Boudiaf & Immo Frieden & Martin Scheicher - 7959856 Financial industry adoption of distributed ledger technologies: implications for central bank money settlement
by Holger Neuhaus & Mirjam Plooij - 7960145 On par: a money view of stablecoins
by Iñaki Aldasoro & Perry Mehrling & Daniel H. Neilson - 7960247 Can tax evasion be reduced by fostering cashless payments? A systematic literature review
by Giulia Spinelli & Luca Gastaldi & Leo Van Hove & Ellen Van Droogenbroeck - 7960274 The fundamental role of the repo market and central clearing
by Cristina Di Luigi & Antonio Perrella & Alessio Ruggieri - 7960584 Retail payment technology and money demand: evidence from China
by Chun-Yu Ho & Rongzi Shan & Li Xu - 7960599 Central clearing and trade cancellation: the case of London Metal Exchange nickel contracts on March 8, 2022
by John Heilbron - 7960622 Functional consistency across retail central bank digital currency and commercial bank money
by Lee Braine & Shreepad Shukla & Piyush Agarwal