Is there anybody out there? detecting operational outages from Large Value Transfer System transaction data

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The journal of financial market infrastructures
1. Verfasser: Arjani, Neville (VerfasserIn)
Weitere Verfasser: Heijmans, Ronald (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
operational risk > Large Value Transfer System (LVTS) > financial market infrastructures > outages > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Payment coordination and liquidity efficiency in wholesale payments systems 2022 Rivadeneyra, Francisco
Construction of hypothetical scenarios for central counterparty stress tests using vine copulas 2022 Bhanu, Aniket
Transmission of cyber risk through the Canadian wholesale payment system 2022 Kosse, Anneke
Quantifying the economic benefits of payments modernization : the case of Canada's large-value payment system 2022 Arjani, Neville
Mitigating margin procyclicality : the effectiveness of anti-procyclicality measures during the Covid-19 stress event 2022 Kahros, Argyris
Illustrative industry architecture to mitigate potential fragmentation across a central bank digital currency and commercial bank money 2022 Braine, Lee
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation 2021 Varma, Jayanth Rama
Climate risk and central counterparty risk management 2021 Bryan, Andrew
Do DEXs work? : using Uniswap V2 to explore the effectiveness of decentralized exchanges 2021 Lo, Yuen C.
Falling use of cash and population age structure 2021 Tanai Khiaonarong
Monitoring intraday liquidity risks in a real-time gross settlement system 2021 Arjani, Neville
What drives Bitcoin fees? : using SegWit to assess Bitcoin's long-run sustainability 2021 Brown, Collin
Credit default swap market retrospective: observations from the 2008-9 financial crisis and the onset of the Covid-19 pandemic 2021 Ivanov, Stanislav
Clearing away after Brexit? 2021 Turing, Dermot
Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model 2021 Nair, Aishwarya
Procyclicality of central counterparty margin models : systemic problems need systemic approaches 2021 Gurrola-Perez, Pedro
How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? : a simulation approach for Canada's large-value payment system 2021 Byck, Shaun
A cost-benefit analysis of anti-procyclicality : analyzing approaches to procyclicality reduction in central counterparty initial margin models 2021 Murphy, David
"Closing the gaps : moving forward on tail risks in central clearing" : a central bank of issue perspective 2021 Löber, Klaus
Central counterparty capital and nondefault losses 2021 McLaughlin, Dennis
Alle Artikel auflisten