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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Heijmans, Ronald
Awduron Eraill: Wendt, Froukelien
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2020.
Cyfres:IMF Working Papers; Working Paper ; No. 2020/081
Mynediad Ar-lein:Full text available on IMF