Seminar material


Day 1

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

Charles Kahn, University of Illinois, Learning from Payments Research: Operations and Political Economy, keynote presentation.

Lola Hernandez, De Nederlandsche Bank, Volatility analysis of EONIA in the Dutch money market, presentation.

Edoardo Rainone, Banca d'Italia, discussion handouts.

Martin Diehl, Deutsche Bundesbank, Measuring free-riding in LVPS: The case of TARGET2, presentation.

Marco Galbiati, European Central Bank, discussion handouts.

Richard Heuver and Ronald Heijmans, De Nederlansche Bank, Towards more realistic simulations in wholesale payment systems, presentation.

Eero Tölö, Bank of Finland, discussion handouts.Carlos Leon, Banco de la Republica de Columbia, Estimating financial institutions' intraday liquidity risk: a Monte Carlo simulation approach, presentation.

Miguel Perez, Banco de Espana, discussion handouts.

Marco Galbiati, European Central Bank, Communities in payment networks, presentation.

Day 2

Soran Korsgaard, Danmarks Nationalbank, Direct versus indirect participation in financial infrastructures, presentation.

Ronald Heijmans, De Nederlandsche Bank, discussion handouts.

Ron Berndsen, University of Tillburg, What is the Impact of the CPSS-IOSCO Principles for FMIs on payment and settlement system research?, keynote presentation.

Ana Lasaosa, Bank of England, Network analysis and simulation of the role of large indirect participants in CHAPS, presentation.

Edward Gaffney, Central Bank of Ireland, discussion handouts.Miro Vukoje, National Bank of Serbia, Analysis of the Payment System of the National bank of Serbia, presentation.

Kari Kemppainen, Bank of Finland, discussion handouts.

Matti Hellqvist, European Central Bank, Sensitivity analysis in T2-simulator - methods and framework, presentation.