Bank of Finland publications with BoF-PSS
Korpinen and Laine: Measuring counterparty risk in FMIs (Bank of Finland Economics Review 9/2021)
Hellqvist and Korpinen: Instant payments as a new normal : Case study of liquidity impacts for the Finnish market (Bank of Finland Economics Review 7/2021)
Laine and Korpinen: Exploiting Parallelization to Increase the Performance of Payment Systems Simulations (Simulation in Conmputational Finance and Economics: Tools and emerging Applications, IGI Global 2015)
Laine (ed.): Quantitative analysis of financial market infrastructures: further perspectives on financial stability (Bank of Finland Studies E:50/2015)
Hellqvist and Laine (ed.): Diagnostic for the financial markets - computational studies of payment system (Bank of Finland Studies E:45/2012)
Laine, Korpinen and Hellqvist: Simulation Approaches to Risk, Efficiency and Liquidity (Simulation in Computational Finance and Economics: Tools and Emerging Applications, IGI Global 2012)
Leinonen (ed.): Simulation analyses and stress testing of payment networks (Bank of Finland Studies E:42/2009)
Bank of Finland Bulletin (Special Issue), Financial Stability 2008 (pages 30-32)
Bank of Finland Bulletin (Special Issue), Financial Stability 2007 (page 39)
Leinonen (ed.): Simulation studies of liquidity needs, risks and efficiency in payment networks (Bank of Finland Studies E:39/2007)
Bank of Finland Bulletin (Special Issue), Financial Stability 2006 (pages 58 and 63)
Bank of Finland Bulletin (Special Issue), Financial Stability 2005 (pages 74-75)
Leinonen: Liquidity, risks and speed in payment and settlement systems – a simulation approach (Bank of Finland Studies E:31/2005)
Bank of Finland Bulletin (Special Issue), Financial Stability 2004 (pages 81 and 84-85)
Leinonen - Soramäki: Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator (BoF DP: 23/2003)
Bech-Soramäki: Gridlock Resolution in Interbank Payment Systems (BoF DP:9/2001)
Leinonen-Soramäki: Optimizing Liquidity Usage and Settlement Speed in Payment Systems (BoF DP: 16/1999)
Koponen-Soramaki: Intraday Liquidity Needs in Modern Interbank Payment System. A simulation approach (BoF E:14)
Published by others with BoF-PSS2
Shilongo H, Ngwena E, Mufika S: Stress-Testing Liquidity Risk in the Namibia Interbank Settlement System (NISS), (Bank of Namibia research paper / September 2023)
Nilsson, Thomas Christian: Liquidity stress test shows that Kronos is resilient (Danmarks Nationalbank / Analysis - May 2019 - no. 9)
Group on TARGET2 Stress Testing of the Market Infrastructure Board, Market Infrastructure and Payments Committee: Stress-Testing of liquidity risk in TARGET2 (ECB occasional paper series no 183 / February 2017)
Ashwin Clarke and Jennifer Hancock: Payment System Design and Participant Operational Disruptions (Reserve Bank of Australia / RDP 2012-05)
Sepahvand, Mehrdad: Intraday Liquidity Demand of Banks in Real-Time Gross Settlement System (Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol 6(1), pages 151-160).
Christian Schulz: Liquidity Requirements And Payment Delays Participant Type Dependent Preferences (ECB Working paper series no 1291 / February 2011)
Edward Denbee - Ben Norman: The impact of payment splitting on liquidity requirements in RTGS (Working Paper No. 404, Bank of England, October 2010)
Martina Glaser - Philip Haene: Operational distruptions; how well the Swiss RTGS would cope when a major player is put out of action. (SPEED Vol 2 No 3 Winter 2008, Pages 27-32, Not available in Internet)
Agnieszka Grat-Osinska - Miroslaw Pawliszyn: Liquidity Levels and Settlement Delays in the Sorbnet System-Simulation-Based Approach With the Application of the BOF-PSS2 Payment System Simulator (SSRN, Financial Markets and institutions, May 2007)
Donatas Baksys - Leonidas Sakalauskas: Modelling of interbank payments (Technological and economic development of economy, 2006, Vol 8, No 4)
Donatas Baksys - Leonidas Sakalauskas: Modelling, simulation and optimisation of interbank settlements (Information technology and control, 2007, Vol 36 No 1)
Devin Ball - Walter Engert: Unanticipated Defaults and Losses in Canada's Large-Value Payments System, Revisited (Discussion Paper 2007-5, Bank of Canada)
Neville Arjani: Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach (Working Paper 2006-20, Bank of Canada)
Asbjorn Enge and Frode Overli: Intraday liquidity and the settlement of large-value payments: a simulation-based analysis (Economic Bulletin 1/2006, Norges Bank)
Arjani, N. 'Simulation Analysis: A Tool for Examining the Balance between Safety and Efficiency in Canada's Large Value Transfer System' (Bank of Canada Financial Stability Review December 2005, pages 55-63)
Danmarks Nationalbank 'Payment Systems in Denmark' (2005) (Appendix C)
Johnson, K. - McAndrews, J. - Soramäki, K. 'Economizing on Liquidity with Deferred Settlement Mechanisms' (Reserve Bank of New York Economic Policy Review, December 2004)
Assessing operational risk in CHAPS Sterling: a simulation approach (Bank of England's Financial Stability Review June 2004, pages 135-143)
Sveriges Riksbank's Financial Stability Report 2003:2 (page 47)
Bech-Soramäki (2002) 'Liquidity, Gridlocks and Bank Failures in Large Value Payment systems', E-Money and Payment systems Review, Central Banking Publications, pages 111-126 (not available on Internet)
Bech-Soramäki: Resolving Gridlocks in Payment Systems (Monetary Review 4/2001, Danmarks Nationalbank, pages 67-80)
