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Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2010). Martin, Antoine ; Jurgilas, Marius.
In: Bank of England working papers.
RePEc:boe:boeewp:0389.

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Cited: 6

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Cites: 12

References cited by this document

Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canadas large-value payment system Shaun Byck. (2020). Heijmans, Ronald ; Byck, Shaun.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:682.

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  2. The Effects of Settlement Methods on Liquidity Needs: Empirical Study based on Funds Transfer Data. (2013). Tsuchiya, Saiki .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:13-e-2.

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  3. Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos. (2011). Sarmiento, Miguel ; León, Carlos ; Cepeda-Lopez, Freddy ; Leon, Carlos ; Machado, Clara .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:009972.

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  4. Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo. (2011). Sarmiento, Miguel ; León, Carlos ; Cepeda-Lopez, Freddy ; Chipatecua, Orlando ; Cely, Jorge ; Leon, Carlos ; Machado, Clara .
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:29:y:2011:i:65:p:106-175.

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  5. Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos. (2010). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Chipatecua, Orlando ; Machado, Clara Lia .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:007669.

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  6. Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos. (2010). Sarmiento, Miguel ; León, Carlos ; Cepeda-Lopez, Freddy ; Leon, Carlos ; Chipatecua, Orlando ; Cely, Jorge ; Machado, Clara Lia .
    In: Borradores de Economia.
    RePEc:bdr:borrec:627.

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References

References cited by this document

  1. Angelini, P (1998), ‘An analysis of competitive externalities in gross settlement systems’, Journal of Banking & Finance, Vol. 22, No. 1, January, pages 1–18.

  2. Angelini, P (2000), ‘Are banks risk averse? Intraday timing of operations in the interbank market’, Journal of Money, Credit and Banking, Vol. 32, No. 1, pages 54–73.

  3. Armantier, O, Arnold, J and McAndrews, J (2008), ‘Changes in the timing distribution of fedwire funds transfers’, Economic Policy Review, September, pages 83–112.
    Paper not yet in RePEc: Add citation now
  4. Atalay, E, Martin, A and McAndrews, J (2008), ‘The welfare effects of a liquidity-saving mechanism’, Federal Reserve Bank of New York, Staff Reports No. 331.

  5. Bech, M L and Garratt, R (2003), ‘The intraday liquidity management game’, Journal of Economic Theory, Vol. 109, No. 2, pages 198–219.
    Paper not yet in RePEc: Add citation now
  6. Kahn, C M and Roberds, W (2001), ‘The CLS bank: a solution to the risks of international payments settlement?’, Carnegie-Rochester Conference Series on Public Policy, Vol. 54, No. 1, June, pages 191–226.

  7. Manning, M, Nier, E and Schanz, J (eds) (2009), The economics of large-value payments and settlement, Oxford University Press.
    Paper not yet in RePEc: Add citation now
  8. Martin, A and McAndrews, J (2008a), ‘Liquidity-saving mechanisms’, Journal of Monetary Economics, Vol. 55, No. 3, April, pages 554–67.
    Paper not yet in RePEc: Add citation now
  9. Martin, A and McAndrews, J (2008b), ‘A study of competing designs for a liquidity-saving mechanism’, Federal Reserve Bank of New York, Staff Reports No. 336.
    Paper not yet in RePEc: Add citation now
  10. Office of Public Sector Information, (2009), ‘Banking Act’, United Kingdom.
    Paper not yet in RePEc: Add citation now
  11. Roberds, W (1999), ‘The incentive effects of settlement systems: a comparison of gross settlement, net settlement, and gross settlement with queuing’, Institute for Monetary and Economic Analysis, Bank of Japan, Discussion Paper No. 99-E-25.
    Paper not yet in RePEc: Add citation now
  12. Willison, M (2005), ‘Real-Time Gross Settlement and hybrid payment systems: a comparison’, Bank of England Working Papers No. 252.

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  4. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2013). Martin, Antoine ; Jurgilas, Marius.
    In: Annals of Finance.
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  5. Substitution between net and gross settlement systems: A concern for financial stability?. (2011). Fecht, Falko ; Craig, Ben.
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  22. The welfare effects of a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine ; Atalay, Enghin.
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