Seminar material

Programme

Day 1

Matti Hellqvist, Bank of Finland, BoF-PSS2 Simulator, current situation and recent developtments, presentation.

Lindsay Cheung, Bank of Canada, What goes to the LVTS central payment queue?, presentation.

Discussant: Patrick Papsdorf, European Central Bank, discussion handouts.

Mehrdad Sepahvand, Iran Banking Institute, Estimating change in banks intraday liquidity demand due to change in settlement system, presentation.

Discussant: Freddy Cepeda, Banco de la República de Colombia, discussant handouts.

Martin Diehl and Uwe Schollmeyer, Deutsche Bundesbank, Liquidity-saving mechanisms: Quantifying the benefits in TARGET2 and simulation studies, presentation.

Discussant: Kari Kemppainen, Bank of Finland, discussion handouts.

Dominik Studer, Swiss National Bank, Does the Swiss Interbank Clearing need a pacemaker? Benefits of introducing new settlement algorithms, presentation.

Discussant: Lola Hernandez, De Nederlandsche Bank, discussion handouts.

Day 2

Ronald Heijmans, De Nederlandsche Bank, Is this bank ill? The diagnosis of doctor TARGET2, presentation, paper and making of session -slides.

Discussant: Tuomas Nummelin, discussion handouts.

Heli Snellman and Tatu Laine, Bank of Finland, Liquidity analysis as an oversight tool, presentation.

Discussant: Riaan Louw, University of Johannesburg, discussion handouts.

Kimmo Soramäki and Inês Salpico, Soramaki Networks Oy, Visualizing complex financial networks: New understanding of the financial system and implications for policy makers, presentation.

Discussant: Martin Diehl, Deutsche Bundesbank, discussion handouts.

Evangelos Benos, Bank of England, Central Counter-Parties (CCPs) and systemic risk: a Simulation approach

Discussant: Søren Korsgaard, Danmarks Nationalbank, discussion handouts.

Clara Machado and Freddy Cepeda, Banco de la República de Colombia,Too-connected-to-fail institutions and payments system's stability: Assessing challenges for financial authorities, presentation and paper.

Discussant: Mervi Toivanen, Bank of Finland, discussion handouts.