Seminar Material

Programme

Day 1

Tatu Laine and Kasperi Korpinen, Simulator Development Team, Bank of Finland, BoF-PSS2 Simulator, Current Situation and Recent Developments, presentation

Gerardo Ferrara, Bank of England, System Liquidity Risk in the Interbank Network, presentation

Ronald Heijmans, De Nederlandsche Bank, Measuring the Effect of Monetary Policy: A Tale From the Unsecured Money Market, presentation

Jenna Björklund, Bank of Finland, discussion handouts

Javier Pérez, Banco de México, The Fountainhead: Analyzing the Impact of Intraday Liquidity on Payment Behavior, presentation

Matti Virén, Bank of Finland, discussion handouts

Constanza Martinez, Banco de la República, Reaction Functions of the Participants in Colombia's Large-Value Payment System, presentation

Robert Hofmeister, European Central Bank, discussion handouts

Matti Hellqvist, Bank of Finland and Argyris Kahros, European Central Bank, Payment System Participant Reactions Under Stressful Conditions: An Agent-Based Approach, presentation

Majbrit Nygaard and Søren Truels Nielsen, Danmarks Nationalbank, discussion handouts

Edoardo Rainone, Banca d'Italia, Testing Information Diffusion in the Decentralized Unsecured Market for Euro Funds, presentation

Mikael Juselius, Bank of Finland, discussion handouts

Peter Sarlin, Hanken School of Economics, Macroprudential Surveillance of the European Banking System, presentation

Peter Rosenkranz, European Central Bank, discussion handouts

Day 2

Hector Perez Saiz, Bank of Canada, Credit Risk Exposures across Canadian Financial Market Infrastructures, presentation

Kari Kemppainen, Bank of Finland, discussion handouts

Jan Paulick, Deutsche Bundesbank, No more Tears without Tiers? - Impacts of Tiered Settlement in TARGET2, presentation

Constanza Martínez, Banco de la República, discussion handouts

Martin Diehl, Deutsche Bundesbank and Richard Heuver, De Nederlandsche Bank, The Audacity of Settlement Speed: Settlement Trade-Off for Ancillary Systems in TARGET2, presentation part 1 and presentation part 2

Panel discussion on Quantitative FMI analysis: Trends, Opportunities and Challenges Panelists: Martin Diehl, Deutsche Bundesbank; Peter Sarlin, Hanken School of Economics; Javier Pérez, Banco de México; Simonetta Rosati, European Central Bank Moderator: Matti Hellqvist, Bank of Finland

Robert Hofmeister and Argyris Kahros, European Central Bank, A Compression-Style Liquidity Saving Mechanism: Decreasing Liquidity Requirements and Participant Liquidity Management Needs with a Position Netting Service, presentation

Otso Manninen, Bank of Finland, discussion handouts

Christina Picillo, Bank for International Settlements, Settlement Behavior and Interbank Lending in an Agent-Based Laboratory, presentation

Jan Paulick, Deutsche Bundesbank, discussion handouts

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