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SEMINAR MATERIAL

Programme

Day 1

Liquidity-Saving Mechanisms and Economic Incentives
Keynote presentation: James McAndrews, Wharton Financial Institutions Center

Payment Choice with Consumer Panel Data
Krzysztof Wozniak, Federal Reserve Board
Discussant: Alistair Milne, Loughborough University

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

Liquidity Coverage Ratio in a Payments Network
Richard Heuver, De Nederlandsche Bank
Discussant: Argyris Kahros, European Central Bank

Shorter Settlement Cycles with DLTs: What Consequences for Liquidity?
Simonetta Rosati, Andrea Pinna and Francesco Vacirca, European Central Bank
Discussant: Matti Hellqvist, Bank of Finland

Detecting Anomalies in Real-Time Gross Settlement Systems
Ronald Heijmans, De Nederlandsche Bank
Discussant: Patrick Papsdorf, European Central Bank

A Bank Run Early Warning System for TARGET2 Participants
Edoardo Rainone, Banca d'Italia
Discussant: Uwe Schollmeyer, Deutsche Bundesbank

Cryptocurrencies from an Austrian Perspective
Alistair Milne, School of Business and Economics, Loughborough University

Day 2

He Sends, She Sends: Analyzing Reactivity in a Payment System
Miguel Angel Gavilan, University of Essex
Discussant: Kimmo Soramäki, FNA

Simulating the Functioning of a Central Counterparty Using Transaction Data
Alinda Heemskerk and Ronald Heijmans, De Nederlandsche Bank
Discussant: Reinhardt Seliger, Oesterreichische Nationalbank

The Identification of Critical Participants in TARGET2
Livia Polo Friz, European Central Bank and Alexander Müller
Discussant: Majbrit Nygaard Christensen

The Hidden Content of Absent Transactions - an Alforithmic Approach for Identifying Participants' Operational Outages
Marc Glowka, Deutsche Bundesbank
Discussant: Patrick Joseph Sadornas, Bangko Sentral ng Philipinas

Broadening the Data Base for Deepening the Focus? The Use of Big Data Analytics in Transaction Banking
Martin Diehl, Deutsche Bundesbank
Discussant: Adrian Guerin, Bank of Canada

Bank Behaviour During Times of Unconventional Monetary Policy Through the Lens of TARGET2
Ioana Duca and Patrick Papsdorf, European Central Bank
Discussant: Matti Virén, Bank of Finland

 

In case of any questions, please contact Mr Tatu Laine (bof-pss [at] bof.fi).

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