Seminar Material
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