Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/53844 
Year of Publication: 
2008
Series/Report no.: 
Bank of Canada Working Paper No. 2008-42
Publisher: 
Bank of Canada, Ottawa
Abstract: 
We use a method similar to Google's PageRank procedure to rank banks in the Canadian Large Value Transfer System (LVTS). Along the way we obtain estimates of the payment processing speeds for the individual banks. These differences in processing speeds are essential for explaining why observed daily distributions of liquidity differ from the initial distributions, which are determined by the credit limits selected by banks.
Subjects: 
C11
E50
G20
JEL: 
C11
E50
G20
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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