Details about Kimmo Soramäki

Access statistics for papers by Kimmo Soramäki.

Last updated 2016-06-21. Update your information in the RePEc Author Service.

Short-id: pso32

Working Papers

2013

1. Central counterparties and the topology of clearing networks
   Bank of England working papers, Bank of England View citations (1)

2012

2. Algorithm for identifying systemically important banks in payment systems
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW)

2010

3. Liquidity-saving mechanisms and bank behaviour
   Bank of England working papers, Bank of England View citations (10)
4. The sterling unsecured loan market during 2006-08: insights from network theory
   Bank of England working papers, Bank of England View citations (35)

2008

5. An agent-based model of payment systems
   Bank of England working papers, Bank of England View citations (12)
   See also Journal Article in Journal of Economic Dynamics and Control (2011)
6. Competition, bargaining power and pricing in two-sided markets
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (1)
7. The network topology of CHAPS Sterling
   Bank of England working papers, Bank of England View citations (35)

2006

8. Congestion and cascades in payment systems
   Staff Reports, Federal Reserve Bank of New York View citations (7)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)
9. The topology of interbank payment flows
   Staff Reports, Federal Reserve Bank of New York View citations (153)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)

2003

10. Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator
    Research Discussion Papers, Bank of Finland View citations (3)

2001

11. Gridlock resolution in interbank payment systems
    Research Discussion Papers, Bank of Finland View citations (12)

1999

12. Optimizing liquidity usage and settlement speed in payment systems
    Research Discussion Papers, Bank of Finland View citations (9)

Journal Articles

2016

1. Interbank Exposure Networks
   Computational Economics, 2016, 47, (1), 3-17 View citations (17)

2013

2. SinkRank: An algorithm for identifying systemically important banks in payment systems
   Economics - The Open-Access, Open-Assessment E-Journal, 2013, 7, 1-27 View citations (29)

2012

3. Clearing networks
   Journal of Economic Behavior & Organization, 2012, 83, (3), 609-626 View citations (13)

2011

4. An agent-based model of payment systems
   Journal of Economic Dynamics and Control, 2011, 35, (6), 859-875 View citations (23)
   See also Working Paper (2008)

2008

5. Global trends in large-value payments
   Economic Policy Review, 2008, 14, (Sep), 59-81 View citations (11)

2007

6. Congestion and cascades in payment systems
   Physica A: Statistical Mechanics and its Applications, 2007, 384, (2), 693-718 View citations (9)
   See also Working Paper (2006)
7. The topology of interbank payment flows
   Physica A: Statistical Mechanics and its Applications, 2007, 379, (1), 317-333 View citations (147)
   See also Working Paper (2006)

2004

8. Economizing on liquidity with deferred settlement mechanisms
   Economic Policy Review, 2004, (Dec), 51-72 View citations (11)