Quantitative analysis of financial market infrastructures: further perspectives on financial stability, vol E:50

Edited by Tatu Laine

in Bank of Finland Scientific Monographs from Bank of Finland

Abstract: This simulator seminar book includes twelve chapters dealing with various aspects of quantitative analysis of financial market infrastructures. The topics include, among others, systemic risks, participant behavior, and new monitoring methods of various payment systems. The methodologies vary from payment system simulations to other types of quantitative analysis based e.g. on artificial neural networks as well as GARCH models. These studies have been presented in the Bank of Finland’s simulator seminars during 2012–2014.

Keywords: simulation; payment system; settlement system; liquidity; systemic risk; indicators; free riding; behavioral modeling; RTGS (search for similar items in EconPapers)
JEL-codes: C15 C81 C92 D53 D70 E42 E58 G01 G21 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:bofism:sm2015_050

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