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 (4)

2012

2. Algorithm for identifying systemically important banks in payment systems
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (4)

2010

3. Liquidity-saving mechanisms and bank behaviour
   Bank of England working papers, Bank of England View citations (16)
4. The sterling unsecured loan market during 2006-08: insights from network theory
   Bank of England working papers, Bank of England View citations (40)

2008

5. An agent-based model of payment systems
   Bank of England working papers, Bank of England View citations (13)
   See also Journal Article An agent-based model of payment systems, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (35) (2011)
6. The network topology of CHAPS Sterling
   Bank of England working papers, Bank of England View citations (50)

2006

7. Congestion and cascades in payment systems
   Staff Reports, Federal Reserve Bank of New York View citations (8)
   See also Journal Article Congestion and cascades in payment systems, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (22) (2007)
8. The topology of interbank payment flows
   Staff Reports, Federal Reserve Bank of New York View citations (168)
   See also Journal Article The topology of interbank payment flows, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (262) (2007)

Journal Articles

2016

1. Interbank Exposure Networks
   Computational Economics, 2016, 47, (1), 3-17 View citations (21)

2013

2. SinkRank: An algorithm for identifying systemically important banks in payment systems
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2013, 7, 1-27 View citations (46)

2012

3. Clearing networks
   Journal of Economic Behavior & Organization, 2012, 83, (3), 609-626 View citations (14)

2011

4. An agent-based model of payment systems
   Journal of Economic Dynamics and Control, 2011, 35, (6), 859-875 View citations (35)
   See also Working Paper An agent-based model of payment systems, Bank of England working papers (2008) View citations (13) (2008)

2008

5. Global trends in large-value payments
   Economic Policy Review, 2008, 14, (Sep), 59-81 View citations (12)

2007

6. Congestion and cascades in payment systems
   Physica A: Statistical Mechanics and its Applications, 2007, 384, (2), 693-718 View citations (22)
   See also Working Paper Congestion and cascades in payment systems, Staff Reports (2006) View citations (8) (2006)
7. The topology of interbank payment flows
   Physica A: Statistical Mechanics and its Applications, 2007, 379, (1), 317-333 View citations (262)
   See also Working Paper The topology of interbank payment flows, Staff Reports (2006) View citations (168) (2006)

2004

8. Economizing on liquidity with deferred settlement mechanisms
   Economic Policy Review, 2004, (Dec), 51-72 View citations (10)