Seminar material

Programme

Day 1

Tatu Laine and Kasperi Korpinen, BoF-PSS2 Simulator, current situation and recent
developments, presentation.

Varya Taylor, Bank of Canada, Examining the costs of increasing collateral coverage in the large value transfer system, presentation.

Matti Hellqvist, European Central Bank, discussion handouts.

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

Matti Viren, Bank of Finland, discussion handouts.

Martin Diehl, Deutsche Bundesbank, Not all payments are created equal - Analysis and simulation on the use and uselfulness of reservations in TARGET2, presentation, contact BoF-PSS2 team.

Edward Gaffney, Central Bank of Ireland, discussion handouts, contact BoF-PSS2 team.

Patrick Joseph M. Sadornas, Bangko Sentral ng Pilipinas, Forecasting intraday throughput of large value payment system participants using neural networks: A preliminary approach, presentation.

Otso Manninen, Bank of Finland, discussion handouts.

Biliana Alexandrova Kabadjova, Banco de Mexico, The tale of two networks - what we can learn about the dominant players in the Mexican large value payment system, presentation.

Juan CarlosGarcia, Banco Central de Costa Rica, discussion handouts.

Day 2

Fabio Ortega, Banco de la Republica de Colombia, A dynamic approach to intraday liquidity needs, presentation.

Ben Craig, Deutsche Bundesbank, discussion handouts.

Dilyara Salakhova, Banque de France, Delay contagion in an illiquid payment system, presentation, contact BoF-PSS2 team.

Kin wan Sze, The Hong Kong Monetary Authority, discussion handouts contact BoF-PSS2 team.

Girts Maslinarskis, Latvijas Banka, and Jussi Leinonen, European Central Bank, Methodological approach of testing framework (tbc), presentation.

Paul Lyons, Central Bank of Ireland, discussion handouts.

Tatu Laine and Kasperi Korpinen, Bank of Finland, BoF-PSS2 - executing simulations in parallel, presentation. contact BoF-PSS2 team.

Martin Diehl, Deutsche Bundesbank, discussion handouts, contact BoF-PSS2 team.

Richard Heuver, De Nederlandsche Bank, Compressing the number of transactions in order to increase performance of simulations, presentation.

Biliana Alexandrova Kabaljova, Banco de Mexico, discussion handouts.

Oliver Brandouy, University of Bordeaux, Doctor, is that (order) flow really toxic, presentation.

Karlo Kauko, Bank of Finland, discussion handouts.

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