This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Abbink, Klaus, Ronald Bosm, an, Ronald Heijmans, and Frans van Winden. 2010. “Disruptions in Large Value Payment Systems: An Experimental Approach.” New York Fed Working Paper No. 263.AbbinkKlausRonaldBosmanRonaldHeijmansFransvan Winden2010“Disruptions in Large Value Payment Systems: An Experimental Approach.”10.2139/ssrn.1950089Search in Google Scholar
Ball, Allan, Edward Denbee, Mark J. Manning, and Anne Wetherilt. 2011. “Intraday Liquidity: Risk and Regulation.” Financial Stability Paper No.11, Bank of England.BallAllanEdwardDenbeeMarkJ. ManningAnneWetherilt2011“Intraday Liquidity: Risk and Regulation.”10.2139/ssrn.1864638Search in Google Scholar
Bech, M. L. and R. Garratt. 2003. “The Intraday Liquidity Management Game.” Journal of Economic Theory 109(2): 198–219.10.1016/S0022-0531(03)00016-4BechM. L.andR. Garratt2003“The Intraday Liquidity Management Game.”1092198219Open DOISearch in Google Scholar
Bech, Morten L., and Rod Garratt. 2012. “Illiquidity in the Interbank Payment Systems Following Wide-Scale Disruptions.” Journal of Money, Credit and Banking 44(5): 903–929.10.1111/j.1538-4616.2012.00515.xBechMorten L.RodGarratt2012“Illiquidity in the Interbank Payment Systems Following Wide-Scale Disruptions.”445903929Open DOISearch in Google Scholar
Becher, Christopher, Stephen Millard, and Kimmo Somaräki. 2008. “The Network Topology of CHAPS Sterling.” Bank of England Working Paper No. 355.BecherChristopherStephenMillardKimmoSomaräki2008“The Network Topology of CHAPS Sterling.”10.2139/ssrn.1319277Search in Google Scholar
Bedford, Paul, Stephen Millard, and Jing Yang. 2004. “Analyzing the Impact of Operational Incidents in Large-Value Payment System: A Simulation Approach.” Bank of England Working Paper.BedfordPaulStephenMillardJingYang2004“Analyzing the Impact of Operational Incidents in Large-Value Payment System: A Simulation Approach.”Search in Google Scholar
Boss, Michael, Helmut Elsinger, Martin Summer, and Stefan Thurner. 2004. “Network Topology of the Interbank Market.” Quantitative Finance 4(6): 677–684.10.1080/14697680400020325BossMichaelHelmutElsingerMartinSummerStefanThurner2004“Network Topology of the Interbank Market.”46677684Open DOISearch in Google Scholar
Garratt, Rodney, Lavan Mahadeva, and Katasiaryna Svirydzenka. 2012. “Mapping Systemic Risk in the International Banking Network.” Bank of England Working Paper No. 413.GarrattRodneyLavanMahadevaKatasiarynaSvirydzenka2012“Mapping Systemic Risk in the International Banking Network.”10.2139/ssrn.1786571Search in Google Scholar
Galbiati, Marco, and Kimmo Soramäki. 2013. “Liquidity-Saving Mechanisms and Bank Behavior in Payment Systems.” In: Simulation in Computational Finance and Economics: Tools and Emerging Applications, eds. Biliana Alexandrova-Kabadjova, Serafin Martinez-Jaramillo, Alma L. Garcia-Almanza, and Edward Tsang, 103–119. Hershey: IGI Global.GalbiatiMarcoKimmoSoramäki2013“Liquidity-Saving Mechanisms and Bank Behavior in Payment Systems.”BilianaAlexandrova-KabadjovaSerafinMartinez-JaramilloAlmaL. Garcia-AlmanzaEdwardTsang103119HersheyIGI Global10.4018/978-1-4666-2011-7.ch006Search in Google Scholar
Hellqvist, Matti, and Tatu Laine. 2012. “Diagnostics for the Financial Markets – Computational Studies of Payment System.” Simulator Seminar Proceedings 2009–2011. Helsinki.HellqvistMattiTatuLaine2012“Diagnostics for the Financial Markets – Computational Studies of Payment System.”2009–2011HelsinkiSearch in Google Scholar
Hoffmann De Quadros, Vanessa, Juan Carlos Gonzñlez-Avella, and José Roberto Iglesias. 2015. “Credit Risk in Interbank Networks.” Emerging Markets Finance and Trade Vol. 51 (sup6): S27–S41.Hoffmann De QuadrosVanessaJuan CarlosGonzñlez-AvellaJoséRoberto Iglesias2015“Credit Risk in Interbank Networks.”516S27S4110.1080/1540496X.2015.1080554Search in Google Scholar
Imakubo, Kei, and Yutaka Soejima. 2010. “The Microstructure of Japan’s Interbank Money Market: Simulating Contagion of Intraday Flow of Funds using BOJ-NET Payment Data.” Monetary and Economic Studies 28: 151–180.ImakuboKeiYutakaSoejima2010“The Microstructure of Japan’s Interbank Money Market: Simulating Contagion of Intraday Flow of Funds using BOJ-NET Payment Data.”28151180Search in Google Scholar
Iori, Giulia, Saqib Jafarey, Francisco S. Padilla. 2006 “Systemic Risk on the Interbank Market.” Journal of Economic Behavior and Organization 61: 525–542.10.1016/j.jebo.2004.07.018IoriGiuliaSaqibJafareyFranciscoS. Padilla2006“Systemic Risk on the Interbank Market.”61525542Open DOISearch in Google Scholar
Leinonen, Harry. 2005. “Liquidity, Risks and Speed in Payment and Settlement Systems – A Simulation Approach.” Bank of Finland Studies No. 31.LeinonenHarry2005“Liquidity, Risks and Speed in Payment and Settlement Systems – A Simulation Approach.”Search in Google Scholar
Leinonen, Harry. 2007. “Simulation Studies of Liquidity Needs, Risks and Efficiency in Payment Networks.” Proceedings from the Bank of Finland Payment and Settlement System Seminars 2005–2006 No 39.LeinonenHarry2007“Simulation Studies of Liquidity Needs, Risks and Efficiency in Payment Networks.”Search in Google Scholar
Leinonen, Harry. 2009. “Simulation Analyses and Stress Testing of Payments Networks.” Proceedings from the Bank of Finland Payment and Settlement System Seminars 2007–2008 No. 42.LeinonenHarry2009“Simulation Analyses and Stress Testing of Payments Networks.”Search in Google Scholar
Lenzu, Simine, and Gabriele Tedeschi. 2012. “Systemic Risk on Different Interbank Network Topologies.” Physica A: Statistical Mechanics and its Application 391(18): 4331–4341.10.1016/j.physa.2012.03.035LenzuSimineGabrieleTedeschi2012“Systemic Risk on Different Interbank Network Topologies.”3911843314341Open DOISearch in Google Scholar
Liu, Jun, Qingyu Xiong, Weiren Shi, Xin Shi, and Kai Wang. 2016. “Evaluating the Importance of Nodes in Complex Networks.” Physica A: Statistical Mechanics and its Applications 452 (15): 209–219.10.1016/j.physa.2016.02.049LiuJunQingyuXiongWeirenShiXinShiKaiWang2016“Evaluating the Importance of Nodes in Complex Networks.”45215209219Open DOISearch in Google Scholar
Martin, Antoine, and James McAndrews. 2010. “A Study of Competing Designs for a Liquidity-saving Mechanism.” Journal of Banking & Finance 34 (8): 1818–1826.10.1016/j.jbankfin.2009.07.023MartinAntoineJamesMcAndrews2010“A Study of Competing Designs for a Liquidity-saving Mechanism.”34818181826Open DOISearch in Google Scholar
Mills Jr., David C., and Travis D. Nesmith. 2008. “Risk and Concentration in Payment and Securities Settlement Systems.” Journal of Monetary Economics 55(3): 542–553.10.1016/j.jmoneco.2008.01.002MillsJr., David C.TravisD. Nesmith2008“Risk and Concentration in Payment and Securities Settlement Systems.”553542553Open DOISearch in Google Scholar
Munoz, Francisco J.C., and Natalia U. Gonzalez. 2013. “Intraday Liquidity and Central Bank Credit in Gross Payment Systems.” International Finance 16(3): 363–392.10.1111/j.1468-2362.2013.12035.xMunozFrancisco J.C.NataliaU. Gonzalez2013“Intraday Liquidity and Central Bank Credit in Gross Payment Systems.”163363392Open DOISearch in Google Scholar
Silva, Thiago C., Sergio R. de Souza Stancato, and Benjamin M. Tabak. 2016. “Network Structure Analysis of the Brazilian Interbank Market.” Emerging Markets Review 6: 130–152.SilvaThiago C.SergioR. de Souza StancatoBenjaminM. Tabak2016“Network Structure Analysis of the Brazilian Interbank Market.”613015210.1016/j.ememar.2015.12.004Search in Google Scholar
Soramäki, Kimmo, and Samantha Cook. 2013. “SinkRank: An Algorithm for Identifying Systemically Important Banks in Payment System.” Economics: the Open-Access, Open-Assessment E-Journal 7(2013–28):1–27.SoramäkiKimmoSamanthaCook2013“SinkRank: An Algorithm for Identifying Systemically Important Banks in Payment System.”72013–2812710.5018/economics-ejournal.ja.2013-28Search in Google Scholar
Tsuchiya, Saiki. 2013. “The Effects of Settlement Methods on Liquidity Needs: Empirical Study based on Funds Transfer Data.” Bank of Japan Working Paper Series.TsuchiyaSaiki2013“The Effects of Settlement Methods on Liquidity Needs: Empirical Study based on Funds Transfer Data.”10.21314/JFMI.2013.018Search in Google Scholar
Zhang, Nellie. 2012. “Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System.” Bank of Canada Working Paper No. 2012–15.ZhangNellie2012“Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System.”Search in Google Scholar