Seminar material

Programme

Day 1

Tatu Laine and Kasperi Korpinen, BoF-PSS2 Simulator, current situation and recent developments, presentation.

Matti Hellqvist, Analytical work with TARGET2 data, presentation.

Ronald Heijmans, De Nederlandsche Bank, How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data, presentation.

Majbrit Nygaard Christensen, Danmarks Nationalbank, discussion handouts.

Martin Diehl and Alexander Muller, Deutsche Bundesbank, Does limited use of limits limit the use of limits, presentation.

Alexandre Ruest, Bank of Canada, discussion handouts.

Heli Snellman and Eero Tölö, Bank of Finland, Analyzing TARGET2 overnight loan data, presentation.

Richard Heuver, De Nederlansche Bank, discussion handouts.

Carlos Leon, Banco de la Republica de Columbia, Designing an expert knowledge-based Systemic Importance Index for financial institutions, presentation.

Reinhardt Seliger, Oesterreichische Nationalbank, no discussion handouts available.

Day 2

Soren Truels Nielsen, Danmarks Nationalbank, Intraday liquidity management and systemic risk in Danish interbank market, presentation.

Martin Diehl, Deutsche Bundesbank, discussion handouts.

Yutaka Soejima, Bank of Japan, The effects of settlement methods on liquidity needs: Empirical study based on funds transfer data, presentation.

Alexander Muller, Deutsche Bundesbank, discussion handouts.

Richard Heuver, De Nederlansche Bank, Monitoring the interbank market through dynamic network visualizations of transactions, presentation.

Carlos Leon, Banco de la Republica de Columbia, discussion handouts.

Tatu Laine, Bank of Finland, Liquidity risks of Finnish participants in TARGET2, presentation.

Peter Sarlin, Åbo Akademi University (Finland), Macroprudential oversight, risk communication and visualizations: The case of mapping methods, presentation.

Robert Hofmeister, European Central Bank, discussion handouts.

Fabio Franch, European Central Bank, An addentum to the eight survey on correspondent banking in euro: Bank clustering via self-organizing maps, presentation.

Pradhad Giri, Nepal Rastra Bank, discussion handouts.