Seminar material

Programme

Day 0

Tool architecture (Leinonen)

Running a Simulation with BoF-PSS2 - Introduction (Korpinen)

RTGS process

Step-by-Step Simulation example (decimal comma version)

Advanced users workshop

Day 1

Harry Leinonen, Bank of Finland: Current situation and recent developments, presentation.

Neville Arjani and Lana Embree, Bank of Canada: Consolidation in Canada's LVTS: A Simulation Study, presentation and paper.

Marco Galbiati, Bank of England: Consolidation in Canada's LVTS: A Simulation Study.

Kristian Sparre Andersen and Irene Madsen, Danmarks Nationalbank: A quantitative assessment of international best practices in relation to business continuity arrangements in payment systems, presentation.

Andra Pineta, National Bank of Romania: A quantitative assessment of international best practices in relation to business continuity arrangements in payment systems, discussion handouts.

Ronald Heijmans, De Nederlandsche Bank: Towards a Network Description of Interbank Payment Flows, presentation and paper.

Robert Oleschak, Swiss National Bank: Towards a Network Description of Interbank Payment Flows, discussion handouts.

Stefan W. Schmitz, Oesterreichische Nationalbank: On the Relationship of Network Topology and Contagion in ARTIS - A Panel Data Approach, presentation and paper.

Johannes Lindner, European Central Bank: On the Relationship of Network Topology and Contagion in ARTIS - A Panel Data Approach.

Anne Wetherilt and Peter Zimmerman, Bank of England: The Sterling Unsecured Loan Market in 2007-8: Insights from Network Topology.

Jennifer Hancock, Reserve Bank of Australia: The Sterling Unsecured Loan Market in 2007-8: Insights from Network Topology, discussion handouts.

Matti Hellqvist, Bank of Finland: Implicit intraday counterparty limits in large value payment systems, presentation and paper.

Carlos Arango, Bank of Canada: Implicit intraday counterparty limits in large value payment systems, discussion handouts.

Day 2

Jenni Koskinen, Bank of Finland: The liquidity impact of merging bond and equity settlement systems, presentation.

Elisabeth Ledrut, Euroclear SA: The liquidity impact of merging bond and equity settlement systems, discussion handouts.

Julien Loron and Fabien Renault, Banque de France: Optimisation strategy in a DvP model 1 securities settlement system, presentation.

Kasperi Korpinen, Bank of Finland: Optimisation strategy in a DvP model 1 securities settlement system, discussion handouts.

Marco Galbiati, Bank of England and Kimmo Soramäki, Helsinki University of Technology: Liquidity saving mechanisms and bank behavior, presentation.

Kristian Sparre Andersen, Danmarks Nationalbank: Liquidity saving mechanisms and bank behavior, discussion handouts.

Peter Halén and Kari Korhonen, Bank of Finland: Brainstorming on development of new features for the simulator and presentation of new initiatives by BoF, presentation (Halén) and presentation (Korhonen).

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