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Intraday Liquidity: Risk and Regulation
13 references·0 citing·43 second hop
Intraday Liquidity: Risk and Regulation (2011)Intraday Liquidity: Risk and RegulationBasel Committee On Banking Supervision (2010)Basel Committee On Banking Su…An agent-based model of payment systems (2010)An agent-based model of payme…The economics of large-value payments and settlement: Theory and policy issues for central banks (2009)The economics of large-value …The Timing and Funding of CHAPS Sterling Payments (2008)The Timing and Funding of CHA…Liquidity-saving mechanisms (2008)Liquidity-saving mechanismsGlobal Trends in Large-Value Payments (2008)Global Trends in Large-Value …Changes in the Timing Distribution of Fedwire Funds Transfers (2008)Changes in the Timing Distrib…The Future of Payment Systems (2007)The Future of Payment SystemsThe intraday liquidity management game (2003)The intraday liquidity manage…Payment System Settlement and Bank Incentives (1998)Payment System Settlement and…Cost Sharing in a Volunteer's Dilemma (1998)Cost Sharing in a Volunteer's…Volunteer's Dilemma (1985)Volunteer's DilemmaA Non-cooperative Equilibrium for Supergames (1971)A Non-cooperative Equilibrium…A General Theory of Equilibrium Selection in Games (1988)A General Theory of Equilibrium Selection in Games. (1989)The Analytics of Uncertainty and Information (1992)Why pay? An introduction to payments economics (2008)Market Making Under the Proposed Volcker Rule (2012)Rational Behaviour and Bargaining Equilibrium in Games and Social Situations (1977)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)A Comparison of Punishment Rules in Repeated Public Good Games (2003)Common Goods, Matrix Games and Institutional Response (2003)Collective action problem in heterogeneous groups (2015)The Logic of Collective Action. (1966)Bystander intervention in emergencies: Diffusion of responsibility. (1968)The Selfish Gene (1976)Interpersonal Relations: Mixed-Motive Interaction (1995)Sociological Rational Choice Theory (1997)Killer Acquisitions (2020)An analysis of competitive externalities in gross settlement systems (1998)Macroeconomic Policy in DSGE and Agent-Based Models (2012)SinkRank: An Algorithm for Identifying Systemically Important Banks in Payment Systems (2013)Using Agent-Based Models for Analyzing Threats to Financial Stability (2015)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Brownian Motion and Stochastic Flow Systems. (1987)Interbank Lending and Systemic Risk (1996)What Makes Banks Special? A Study of Banking, Finance, and Economic Development (2000)Settlement Risk under Gross and Net Settlement (2003)Optimal clearing arrangements for financial trades (2011)Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market (2000)Which bank is the “central” bank? (2010)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)The risk management of nothing (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Markets: The Credit Rating Agencies (2010)The History of Interbank Settlement Arrangements: Exploring Central Banks’ Role in the Payment System (2011)Digital Banking Transformation and Performance-Where Do We Stand? (2023)Rules, discretion and reputation in a model of monetary policy (1983)An Evolutionary Approach to Norms (1986)Evolutionary games on graphs (2007)Between competition and centralization: the new infrastructures of European finance (2019)Global networks of money and information at the crossroads: Correspondent banking and SWIFT (2022)Real-Time Identification and High-Frequency Analysis of Deposits Outflows (2023)
this work references cited by second hop

References

  • 1971A Non-cooperative Equilibrium for Supergames1,798 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 1985Volunteer's Dilemma493 cited
  • 2003The intraday liquidity management game183 cited
  • 2010An agent-based model of payment systems83 cited
  • 1998Payment System Settlement and Bank Incentives83 cited
  • 2007The Future of Payment Systems76 cited
  • 2008Liquidity-saving mechanisms75 cited
  • 1998Cost Sharing in a Volunteer's Dilemma69 cited
  • 2009The economics of large-value payments and settlement: Theory and policy issues for central banks63 cited
  • 2008Changes in the Timing Distribution of Fedwire Funds Transfers49 cited
  • 2008The Timing and Funding of CHAPS Sterling Payments48 cited
  • 2008Global Trends in Large-Value Payments42 cited

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