Published studies

Published by Bank of Finland

• 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 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 

• 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)