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...

詳細記述

書誌詳細
第一著者: Heijmans, Ronald
その他の著者: Wendt, Froukelien
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2020.
シリーズ:IMF Working Papers; Working Paper ; No. 2020/081
オンライン・アクセス:Full text available on IMF