Seminar material
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.