Seminar material

Programme

Day 1

Darcey McVanel, Bank of Canada: The impacts of unanticipated failures in Canada's Large Value Transfer System, presentation and paper.

Kari Kemppainen, Bank of Finland: The impacts of unanticipated defaults in LVTS, discussion handouts.

Neville Arjani, Bank of Canada: Examining the Balance between Risk and Efficiency in Canada's LVTS: A Simulation Approach, presentation and paper.

Frode Øverli, Norges Bank: Examining the Balance between Risk and Efficiency in Canada's LVTS: A Simulation Approach, discussion handouts.

Kimmo Soramäki, European Central Bank:Network relationships and network models in payment systems, presentation.

Kristiaan Roefs, National Bank of Belgium: Network relationships and network models in payment systems, discussion handouts.

Bob Glass, Sandia National Laboratories: Simulation and Analysis of Cascading Failure in Critical Infrastructure, presentation.

Walter Beyler, Sandia National Laboratories: Some techniques for modelling payment submittal behaviour, presentation.

Panagiotis Fotopoulos, Bank of Greece: Modeling Bank's Payment Submittal Decision, discussion handouts.

Harry Leinonen, Bank of Finland: BOF-PSS2 overview, concept and demonstration, presentation.

Day 2

Dibora Amanuel and Douglas Conover, Board of Governors of the Federal Reserve System: Liquidity Use in Fedwire: Simulated Scenarios, presentation.

Kei Imakubo, Bank of Japan: Initial Funding Levels for the Special Accounts in New BOJ-NET, presentation and paper.

Matti Hellqvist, Bank of Finland: Stress testing securities settlement systems using simulations, presentation.

Morten Bech, Federal Reserve Bank (NY): Stress Testing Securities Clearing and Settlement Systems, discussion handouts.

Morten Bech and Kurt Johnson, Federal Reserve Bank of New York: BoF-PSS 2.0.0 A tool for policy analysis, presentation.

Matti Hellqvist: Bank of Finland: Policy Analysis Using the Bank of Finland PSS 2.0.0, discussion handouts.

Step-by-Step Simulation example, presentation.

Matti Hellqvist, Bank of Finland: Workshop for advanced users, presentation.

;