Call for papers of the Simulator Seminar 2018 was released in January. The dates for the 16th Simulator Seminar are 30-31 August 2018. Registration for the seminar is now open. Please fill in the online registration form here by 20 August.

Preliminary programme

30-31 August 2018, Bank of Finland Auditorium, Rauhankatu 19

Day 1, Thursday 30 August

8:30–9:00 Registration
9:00–9:10 Opening of the Seminar
Marja Nykänen, Bank of Finland
9:10–9:50 Keynote: Paying for Payments
Rodney Garratt, University of California, Santa Barbara
9:50–10:30 Strong Liquidity Saving Features in the Payment System design
Vladimir Kulipanov, Central Bank of Russia
10:30–10:45 Refreshments
10:45–11:25 Stress testing Kronos, the Danish RTGS-system, in a historical perspective
Thomas Nilsson, Danmarks Nationalbank
11:25–12:05 Interbank Lending and Fragmentation during the Financial Crisis
Edward Gaffney, Central Bank of Ireland
12:05–12:45 Measure Three Times before You Cut - Different Approaches in Money Market Measurement
Jan Paulick, Deutsche Bundesbank
12:45–14:00 Group photo and lunch
14:00–14:40 Financial Market Infrastructures in Networks: Fire Walls or Fire Lighters
Ronald Heijmans, De Nederlandsche Bank
14:40–15:20 Profiling Banks: Clustering Payment Profiles of TARGET2 Participants
Marc Glowka, Deutsche Bundesbank
15:20–15:40 Refreshments
15:40–16:20 Fiscal Controls, Payment Limits and the Demand for Cash
Edoardo Rainone, Banca d'Italia
16:20–16:40 ATM Pricing and Deployment
Krzysztof Wozniak, Federal Reserve Bank
  Social event

 

Day 2, Friday 31 August

9:00–9:40 Use of Free Text in TARGET2 Payment Messages: a Statistical Analysis
Patrick Papsdorf, European Central Bank
9:40–10:20 The Implications of Instant Payments for RTGS Systems
Livia Polo Friz, European Central Bank
10:20–10:40 Refreshments
10:40–11:20 Detection of Anomalous Intraday Liquidity Management Using Recurrent Neural Networks
Ron Triepels, De Nederlandsche Bank
11:20–12:00 Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach
Carlos León, Banco de la República - Colombia
12:00–12:40 Participant Behavior in TARGET2: Stability and Anomalies
Alexander Müller, Deutsche Bundesbank
12:40–13:40 Lunch
13:40–14:20 Payments System Design Using an Agent-Based Approach and Reinforcement Learning
Francisco Rivadeneyra, Bank of Canada
14:20–15:00 Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model
Federico Giri, Università Politecnica delle Marche
15:00–15:15 Discussion and remarks, seminar closing