Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Luca Arciero"'
Autor:
Luca Arciero, Cristina Picillo
With the advent of Large Value Interbank Fund Transfer Systems operating on an RTGS basis, the bank liquidity management problem has become a crucial issue in payment system analysis for its interrelations with the key monetary policy variables, name
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12d43152adfc6704c47728900a161a9a
https://doi.org/10.4018/978-1-4666-6268-1.ch012
https://doi.org/10.4018/978-1-4666-6268-1.ch012
Autor:
Cristina Picillo, Richard Heuver, Marco Massarenti, Francesco Vacirca, Luca Arciero, Ronald Heijmans
This paper develops a methodology, based on Furfine (1999), to identify unsecured interbank money market loans from transaction data of the most important euro processing payment system, TARGET2, for maturity ranging from one day (overnight) up to th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7ae006280d7175cbae30ac9da97c0e40
http://www.bancaditalia.it/pubblicazioni/qef/2014-0215/QEF_215.pdf
http://www.bancaditalia.it/pubblicazioni/qef/2014-0215/QEF_215.pdf
Agent-based models (ABMs) are quite new in the modeling landscape; they emerged on the scene in the 1990s. ABMs have a clear advantage over other approaches: they create the capacity to manage learning processes in agents and discover novelties in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b8db4e06f06a4aa3d7431a38a2481c9
https://doi.org/10.4018/978-1-4666-5954-4.ch018
https://doi.org/10.4018/978-1-4666-5954-4.ch018
Autor:
Luca Arciero
Publikováno v:
Rivista Bancaria - Minerva Bancaria. (2-3)
This paper presents a simulation exercise assessing the ability of Italian banks to fulfil their payment commitments in TARGET2, the Euro area Real Time Gross Settlement System, in the event of a contraction in the supply of funds on the overnight un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::00c1afedae94e46e5ff9e5cd301cea94
http://rivistabancaria.it/rb-rivista-bancaria/evaluating-the-impact-of-shock-in-the-supply-of-overnight-unsecured-money-market-funds-on-the-target
http://rivistabancaria.it/rb-rivista-bancaria/evaluating-the-impact-of-shock-in-the-supply-of-overnight-unsecured-money-market-funds-on-the-target
Autor:
Luca Arciero
Publikováno v:
SSRN Electronic Journal.
This paper presents a simulation exercise assessing the ability of Italian banks to fulfil their payment commitments in TARGET2, the Euro area Real Time Gross Settlement System, in the event of a contraction in the supply of funds in the overnight un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6067da550ee2e4b2efa99e36929379d
https://doi.org/10.2139/ssrn.2568546
https://doi.org/10.2139/ssrn.2568546
Publikováno v:
SSRN Electronic Journal.
This paper presents an exploratory agent-based model of a real time gross settlement (RTGS) payment system. Banks are represented as agents who exchange payment requests, which are settled according to a set of simple rules. The model features the ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3c8c3f5f792d390a7b4a8be4bd8d71dc
https://doi.org/10.2139/ssrn.1290520
https://doi.org/10.2139/ssrn.1290520