Measuring the Impact of a Failing Participant in Payment Systems /

Banks and financial market infrastructures (FMIs) that are not able to fulfill their payment obligations can be a source of financial instability. This paper develops a composite risk indicator to evaluate the criticality of participants in a large value payment system network, combining liquidity r...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Heijmans, Ronald
مؤلفون آخرون: Wendt, Froukelien
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2020.
سلاسل:IMF Working Papers; Working Paper ; No. 2020/081
الوصول للمادة أونلاين:Full text available on IMF