Journal of Financial Market Infrastructures

From Journal of Financial Market Infrastructures
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Functional consistency across retail central bank digital currency and commercial bank money: Lee Braine, Shreepad Shukla and Piyush Agarwal
Central clearing and trade cancellation: the case of London Metal Exchange nickel contracts on March 8, 2022: John Heilbron
Retail payment technology and money demand: evidence from China: Chun-Yu Ho, Rongzi Shan and Li Xu
The fundamental role of the repo market and central clearing: Cristina Di Luigi, Antonio Perrella and Alessio Ruggieri
Can tax evasion be reduced by fostering cashless payments? A systematic literature review: Giulia Spinelli, Luca Gastaldi, Leo Van Hove and Ellen Van Droogenbroeck
On par: a money view of stablecoins: Iñaki Aldasoro, Perry Mehrling and Daniel H. Neilson
Financial industry adoption of distributed ledger technologies: implications for central bank money settlement: Holger Neuhaus and Mirjam Plooij
The market liquidity of interest rate swaps: Ismael Alexander Boudiaf, Immo Frieden and Martin Scheicher
Correlation breakdowns, spread positions and central counterparty margin models: David Li, Fernando Cerezetti and Roy M. Cheruvelil
Just solve it: a simple method to improve the design and performance of liquidity-saving mechanisms: Jordan Cambe and Zhiyi Xing
Alternative margin models for mortgage-backed securities: David Li, Roy M. Cheruvelil and Viktoria Baklanova
Centralized and decentralized payments networks: a simple cost comparison: Peter Stella
Are cryptocurrencies cryptic or a source of arbitrage? A genetic algorithm approach: Oluwasegun Bewaji, Sania Hamid, Timothy Aerts, Shaun Byck, Ronald Heijmans and Ellen van der Woerd
On the recovery tools of a central counterparty: Ron Berndsen
The trade-off between shorter settlement times and multilateral netting benefits in deferred net settlement: Dennis McLaughlin
Illustrative industry architecture to mitigate potential fragmentation across a central bank digital currency and commercial bank money: Lee Braine and Shreepad Shukla
Transmission of cyber risk through the Canadian wholesale payment system: Anneke Kosse and Zhentong Lu
Construction of hypothetical scenarios for central counterparty stress tests using vine copulas: Aniket Bhanu and Vineet Virmani
Quantifying the economic benefits of payments modernization: the case of Canadaâ€™s large-value payment system: Neville Arjani, Fuchun Li and Zhentong Lu
Mitigating margin procyclicality: the effectiveness of anti-procyclicality measures during the Covid-19 stress event: Argyris Kahros and Marco Weissler
Payment coordination and liquidity efficiency in wholesale payments systems: Francisco Rivadeneyra and Nellie Zhang
Falling use of cash and population age structure: Tanai Khiaonarong and David Humphrey
â€œClosing the gaps: moving forward on tail risks in central clearingâ€: a central bank of issue perspective: Klaus LÃ¶ber and Corinna Freund
Do DEXs work? Using Uniswap V2 to explore the effectiveness of decentralized exchanges: Yuen C. Lo and Francesca Medda
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation: Jayanth R. Varma and Vineet Virmani
Procyclicality of central counterparty margin models: systemic problems need systemic approaches: Pedro Gurrola-Perez
The customer settlement risk externality at US securities central counterparties: Sam Schulhofer-Wohl
Climate risk and central counterparty risk management: Andrew Bryan, Fernando Cerezetti, Karl KlasÃ©n, Owen Thorpe, Teo Floor, Hardy Wenge, Max Chan and Rafael Plata
A costâ€“benefit analysis of anti-procyclicality: analyzing approaches to procyclicality reduction in central counterparty initial margin models: David Murphy and Nicholas Vause
Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model: Aishwarya Nair and Lee Braine
What drives Bitcoin fees? Using SegWit to assess Bitcoinâ€™s long-run sustainability: Collin Brown, Jonathan Chiu and Thorsten V. Koeppl
Central counterparty capital and nondefault losses: Dennis McLaughlin
Credit default swap market retrospective: observations from the 2008â€“9 financial crisis and the onset of the Covid-19 pandemic: Stanislav Ivanov, Richard Jordan and Ian Springle
Monitoring intraday liquidity risks in a real-time gross settlement system: Neville Arjani, Fuchun Li and Leonard Sabetti
Measure twice before you cut: differences in Furfine-type algorithm implementations: Alexander MÃ¼ller and Jan Paulick
Retail payments and financial inclusion in Latin America and the Caribbean: identifying gaps and opportunities: RaÃºl Morales-Resendiz, Milton Vega, JosÃ© Aurazo and AnahÃ Rodriguez
Clearing away after Brexit?: Dermot Turing
The trade-off between liquidity risk and counterparty risk in money market networks: Carlos LeÃ³n and Miguel Sarmiento
An empirical analysis of bill payment choices: Anneke Kosse
A descriptive analysis of the client clearing network in the European derivatives landscape: Argyris Kahros, Alessandro Pioli, Thomas Carraro, Marios Gravanis and Francesco Vacirca
Predicting payment migration in Canada: Anneke Kosse, Zhentong Lu and Gabriel Xerri
Using payments data to nowcast macroeconomic variables during the onset of Covid-19: James Chapman and Ajit Desai
From use cases to a big data benchmarking framework in clearing houses and exchanges: Olga Lewandowska and Edgar Mai
How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canadaâ€™s large-value payment system: Shaun Byck and Ronald Heijmans
Is there anybody out there? Detecting operational outages from Large Value Transfer System transaction data: Neville Arjani and Ronald Heijmans
Brazilâ€™s BM&F in 1999: a central counterparty near-failure case?: Norberto Montani Martins
Should the central bank issue e-money?: Charles Kahn, Francisco Rivadeneyra and Tsz-Nga Wong
Toward reducing the operational risk of emerging technologies adoption in central counterparties through end-to-end testing: Elena Treshcheva, Rostislav Yavorsky and Iosif Itkin
Concentration in cleared derivatives: the case for broadening access to direct central counterparty clearing: Nahiomy Alvarez and John McPartland
Hypothetical yield curve scenarios for credit stress testing: Bhavin Desai and Kausick Saha
Too much, too young: improving the client clearing mandate: David Murphy
Central counterparty auction design: Gerardo Ferrara, Xin Li and Daniel Marszalec
Profiling banks: how to use cluster analysis with payment system data: Marc Glowka
Identification of interbank loans and interest rates from interbank payments: a reliability assessment: Mats Bay Fevolden, Lyndsie Smith and Q. Farooq Akram
Supervisory stress testing for central counterparties: a macroprudential, two-tier approach: Edward Anderson, Fernando Cerezetti and Mark Manning
Study of correlation impact on credit default swap margin using a GARCHâ€“DCC-copula framework: David Li and Roy M. Cheruvelil
Central counterparties: magic relighting candles?: Dermot Turing
Funding and credit risk with locally elliptical portfolio processes: an application to central counterparties: Leif Andersen and Andrew Dickinson
Proof-of-work blockchains and settlement finality: a functional interpretation: Ruth WandhÃ¶fer and Ron Berndsen
Central counterparty anti-procyclicality tools: a closer assessment: Atsushi Maruyama and Fernando Cerezetti
Procyclicality and risk-based access: valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures: Oluwasegun Bewaji
What kind of payments settle in a real time gross settlement system? The case of Norges Bankâ€™s settlement system (NBO): Mats Bay Fevolden and Lyndsie Smith
Who pays? Who gains? Central counterparty resource provision in the post-Pittsburgh world: Fernando Cerezetti, Jorge Cruz Lopez, Mark Manning and David Murphy
Reducing margin procyclicality at central counterparties: Radoslav Raykov
The centrally cleared interest rate derivatives market: how are clients changing the risk perspective?: Pawel Fiedor, Sarah Lapschies and Lucia Orszaghova
The distribution of clearing membersâ€™ risk exposure and how it matters: Olga Lewandowska and Edgar Mai
A linguistics approach to solving financial services standardization: Richard Charles Robinson
Skin in the game: Dennis McLaughlin
The short-term Danish interbank market before, during and after the financial crisis: Kim Abildgren, Nicolaj Albrechtsen, Mark StrÃ¸m Kristoffersen, SÃ¸ren Truels Nielsen and Rasmus Tommerup
Benefits and risks of central clearing in the repurchase agreement market: Viktoria Baklanova, Ocean Dalton and Stathis Tompaidis
Empirical assessments of the Reserve Bank of Indiaâ€™s policy measures on payment and settlement systems in India: Sasanka Maiti and Nandyala Hemachandra
Freeriding on liquidity in the Colombian large-value payment system: Constanza MartÃnez and Freddy Cepeda
A CCP is a CCP is a CCP: Robert T. Cox and Robert S. Steigerwald
Measuring system-wide resilience of central counterparties: Stathis Tompaidis
One for my baby (and one more for the road): incentives, default waterfalls and central counterparty skin-in-the-game: Rebecca Lewis and John McPartland
FMIC 2 special issue introduction: a policy view on developments in the field of financial market infrastructures: Biliana Alexandrova-Kabadjova, Evangelos Benos, Jo Braithwaite, Jorge Cruz Lopez, Ronald Heijmans, Mark Manning, David Murphy and Francisco Rivadeneyra
The absence of evidence and the evidence of absence: an algorithmic approach for identifying operational outages in TARGET2: Marc Glowka, Jan Paulick and Inga Schultze
Distributed ledger technology in payments, clearing and settlement: 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 and Maria Baird
Central counterparty resolution: an unresolved problem: Manmohan Singh and Dermot Turing
When do central counterparties enhance market stability?: David Marshall, Ivana Ruffini and Dominic Anene
Risk mutualization and financial stability: recovering and resolving a central counterparty: Radoslav Raykov
The threat of privacy: Charles Kahn
SPEIâ€™s diary: econometric analysis of a dynamic network: Miguel Angel Gavilan-Rubio and Biliana Alexandrova-Kabadjova
The impact of de-tiering in the United Kingdomâ€™s large-value payment system: Evangelos Benos, Gerardo Ferarra and Pedro Gurrola-Perez
Nonmonotonic trade-offs of tiering in a large-value payment system: Carlos A. Arango-Arango and Freddy Cepeda
Nondefault loss allocation at central counterparties: Rebecca Lewis and John McPartland
Estimating â€œhedge and auctionâ€ liquidation costs in central counterparties: a closeout risk approach: Luis Vicente, Fernando Cerezetti and Alan De Genaro
Central counterparty recovery and resolution: the European perspective: Hannes Huhtaniemi and Marc Peters
Cleared margin setting at selected central counterparties: Richard Heckinger, Robert T. Cox and David Marshall
Initial margin estimations for credit default swap portfolios: Stanislav Ivanov
Performance testing of margin models using time series similarity: Max Wong and Patrick Ge Pei
Initial margin model sensitivity analysis and volatility estimation: Melanie Houllier and David Murphy
Managing market liquidity risk in central counterparties: Evangelos Benos, Pedro Gurrola-Perez and Michael Wood
A balanced approach to central counterparty margining: Sunil Cutinho, Suzanne Sprague and Matt Waldis
A network model for central counterparty liquidity risk stress testing under incomplete information: Max Wong, Patrick Ge Pei and Lam Xin Yee
The recent crises and central counterparty risk practices in the light of procyclicality: empirical evidence: Olga Lewandowska and Florian Glaser
Iâ€™ve got you under my skin: large central counterparty financial resources and the incentives they create: David Murphy
Granularity, a blessing in disguise: transaction cycles within real-time gross settlement systems: Ronald Heijmans and Tim van Ark
I want security: stylized facts about central counterparty collateral and its systemic context: David Murphy, Henry Holden and Melanie Houllier
A map of collateral uses and flows: Dror Y. Kenett, Richard Bookstaber, Andrea Aguiar and Thomas Wipf
The effective supply of collateral in Australia: Mark Jozsef Manning, Belinda Cheung and Angus Moore
The role of collateral in supporting liquidity: Yuliya Baranova, Zijun Liu and Xx Xxxx
Mobilization of collateral in Germany as a reflection of monetary policy and financial market developments: Alexander MÃ¼ller, Jan Paulick, Jan Fichtner and Hubert Wittenmayer
Collateral flows and balance sheet(s) space: Manmohan Singh
Impact of monetary policy on collateral reuse: Ameya Muley
Collateral chains and incentives: Charles Kahn and Hyejin Park
The cost of cash and debit cards in Austria: Hanns Abele and Guido Schaefer
Wait a minute: the efficacy of discounting versus nonpecuniary payment steering: Angelika Welte
Not all payments are created equal: segmenting the payment landscape: Gottfried Leibbrandt
The challenges of derivatives central counterparty interoperability arrangements: John McPartland and Rebecca Lewis
Central counterparties and banks: vive la difference: Mark Jozsef Manning and David Hughes
â€œIncomplete demutualizationâ€ and financial market infrastructure: central counterparty ownership and governance after the crisis of 2008â€“9: Robert T. Cox and Robert S. Steigerwald
Central counterparties need thicker skins: Vijay Albuquerque and Christopher Perkins and Mariam Rafi
Skin in the game: central counterparty risk controls and incentives: Louise Carter and Megan Garner
Central counterparties in crisis: International Commodities Clearing House, New Zealand Futures and Options Exchange and the Stephen Francis Affair: Robert T. Cox, David Murphy and Edwin Budding
Identifying historical episodes for central counterparty stress testing: David Murphy and David Macdonald
Central counterparties in crisis: the Hong Kong Futures Exchange in the crash of 1987: Robert T. Cox
Interoperability between central counterparties: JÃ¼rg MÃ¤gerle and Thomas Nellen
Reaction functions of the participants in Colombiaâ€™s large-value payment system: Constanza MartÃnez and Freddy Cepeda
Identification of over and under provision of liquidity in real-time payment systems: Peter Zimmerman, Edward Denbee and Rodney Garratt
Regulatory and supervisory deference in the context of Australiaâ€™s over-the-counter derivative trade reporting and derivative trade repositories regimes: Laurence White and Jennifer Dolphin and Rhonda Luo
Central counterparties: addressing their too-important-to-fail nature: Froukelien Wendt
Analysis of risk factors in the Korean repo market based on US and European repo market experiences during the global financial crisis: Ronald Heijmans and Sung-guan Yun
Banknote printing in a less-cash society: innovate or not?: Leo Van Hove
Cave quid optes: waterfalls and central counterparty capital: Robert T. Cox
Communities and driver nodes in the TARGET2 payment system: Marco Galbiati and Lucian Stanciu-Viziteu
A dynamic approach to intraday liquidity needs: Freddy Cepeda LÃ³pez and Fabio Ortega Castro
Central bank intervention in large-value payment systems: an experimental approach: Peter Heemeijer and Ronald Heijmans
An effective recovery and resolution regime for central counterparties: Working Party and Policy Committee Each
Limiting taxpayer â€œputsâ€: an example from central counterparties: Manmohan Singh
Governance of payment systems: a theoretical framework and cross-country comparison: Bruce J. Summers and Kirstin E.Wells
MF Global: a case study of liquidity risks: Richard Heckinger
The fountainhead: analyzing the impact of intraday liquidity on payment behavior: Rafael J. JimÃ©nez-DurÃ¡n and Aldo Marini and Javier PÃ©rez-Estrada
Faster payments in Denmark: Kristian Kjeldsen and Lars Egeberg Jensen and Tommy Meng Gladov
Inferring unsecured interbank loans and interest rates from interbank payments: an evaluation: Q. Farooq Akram and Casper Christophersen
The impact of retail payment innovations on cash usage: Ben S. C. Fung and Kim P. Huynh and Leonard Sabetti
Analysis of the use and impact of limits: Alexander MÃ¼ller and Martin Diehl
A bill of goods: central counterparties and systemic risk: Craig Pirrong
Correspondent Banking in Euro: bank clustering via self-organizing maps: Fabio Franch
Competition in bank-provided payment services: Wilko Bolt and David Humphrey
Central counterparty links and clearing system exposures: Nathanael Cox and Nicholas Garvin and Gerard Kelly
Assessing financial market infrastructuresâ€™ systemic importance with authority and hub centrality: Carlos LeÃ³n and Jhonatan PÃ©rez
Network indicators for monitoring intraday liquidity in BOK-Wire+: Seungjin Baek and Kimmo SoramÃ¤ki and JaehoYoon
Is this bank ill? The diagnosis of doctor TARGET2: Ronald Heijmans and Richard Heuver
Toward a uniform functional model of the financial infrastructure: Ron J. Berndsen
Payment system design and participant operational disruptions: Ashwin Clarke and Jennifer Hancock
Optimal central securities depository reshaping toward TARGET2-Securities: Fabien Mercier and Stephan Sauer
Designing an expert-knowledge-based systemic importance index for financial institutions: Carlos LeÃ³n and Clara Machado
The social and private costs of retail payment instruments: a European perspective: Heiko Schmiedel and Gergana L. Kostova and Wiebe Ruttenberg
Liquidity and central clearing: evidence from the credit default swap market: Joshua Slive and Jonathan Witmer and ElizabethWoodman
Card versus cash: empirical evidence of the impact of payment card interchange fees on end usersâ€™ choice of payment methods: Guerino Ardizzi
Central banks and foreign collateral: Jeannette Capel
Tourist Test interchange fees for card payments: down or out?: Nicole Jonker and Mirjam Plooij
To link or not to link? Netting and exposures between central counterparties: Stacey Anderson and Jean Philippe Dion and Hector Perez-Saiz
The effects of settlement methods on liquidity needs in Japan: an empirical study based on funds-transfer data from BOJ-NET: Saiki Tsuchiya
Pricing, competition and innovation in retail payment systems: a brief overview: Wilko Bolt
Measuring free riding in large-value payment systems: the case of TARGET2: Martin Diehl
Network dynamics of TOP payments: Marc PrÃ¶pper and Iman Van Lelyveld and Ronald Heijmans
Making the over-the-counter derivatives markets safe: a fresh look: Manmohan Singh
The impact of microchips on payment card fraud: Guerino Ardizzi
Intraday patterns and timing of TARGET2 interbank payments: Marco Massarenti and Silvio Petriconi and Johannes Lindner
A dual consent approach for payments: Ron J. Berndsen and Daaf van Oudheusden
A central bank perspective on liquidity management: J. J. Spaanderman
Auto-collateralization as a liquidity-saving mechanism: Soren Korsgaard
Estimating the intraday liquidity risk of financial institutions: a Monte Carlo simulation approach: Carlos LeÃ³n
(In)efficient investment in financial market infrastructure: the role of governance structures: Thorsten V. Koeppl
Is collateral becoming scarce? Evidence for the euro area: Anouk Levels and Jeannette Capel

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