Seminar material


Experienced Users Workshop

Day 1

Harry Leinonen, Bank of Finland: Bof-PSS2 Simulator, current situation and recent developments, presentation.

Nikil Chande, Bank of Canada: Using simulation analysis to evaluate the proposed increase to bilateral credit limits (BCL) provided by the Bank of Canada in the LVTS, presentation.

Discussant: Kimmo Soramäki, discussion handouts.

Katzeteru Tao, Bank of Japan: An evaluation of the first six months of New BOJ-Net with queuing and offsetting mechanism, presentation.

Discussant: Fabien Renault, Banque de France, discussion handouts.

Edward Denbee, Bank of England: The impact of payment splitting on the liquidity requirements of CHAPS.

Discussant: Richard Heuver, De Nederlandsche Bank, discussion handouts.

Jennifer Hancock, Reserve Bank of Australia: Operational disruptions: The impact of System Design, presentation and paper.

Discussant: Nicolai Moller Andersen, Danmarks Nationalbank, discussion handouts.

Horatiu Lovin and Andra Pineta, National Bank of Romania: Operational risk in the Romanian ReGIS System, presentation and paper.

Discussant: Tomohiro Ota, Bank of England

Jennifer Hancock, Reserve Bank of Australia: The impact of system design on tiering incentives, presentation and paper.

Discussant: Marco Galbiati, Bank of England, discussion handouts.

Day 2

Tomohiro Ota, Bank of England: Faster Payments - one year on

Discussant: Joachim Keller, National Bank of Belgium, discussion handouts.

Ronald Heijmans, De Nederlandsche Bank: Disruptions in large value payment systems: An experimental approach, presentation.

Discussant: Tatu Laine, Bank of Finland, discussion handouts.

Luca Arciero, Banca d'Italia: Exploring the link between RTGS systems and money market: A simulation approach, presentation.

Discussant: Charlotta Grönqvist, Bank of Finland, discussion handouts.

Richard Heuver, De Nederlandsche Bank: Behaviour of banks during the financial crisis, presentation.

Discussant: Johannes Lindner, European Central Bank, discussion handouts.

Marco Galbiati, Bank of England and Kimmo Soramäki: Clearing networks: Effects of network topology on exposures and margin needs.

Discussant: Katzuteru Tao, Bank of Japan, discussion handouts.

Tuomas Nummelin and Matti Hellqvist, Bank of Finland: New approaches for identification of behavioural changes in RTGS data, presentation.

Discussant: Ronald Heijmans, De Nederlandsche Bank, discussion handouts.