Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/212983
Editors: 
Laine, Tatu
Year of Publication: 
2015
Series/Report no.: 
Scientific monographs No. E:50
Publisher: 
Bank of Finland, Helsinki
Abstract: 
This simulator seminar book includes twelve chapters dealing with various aspects of quantitative analysis of financial market infrastructures. The topics include, among others, systemic risks, participant behavior, and new monitoring methods of various payment systems. The methodologies vary from payment system simulations to other types of quantitative analysis based e.g. on artificial neural networks as well as GARCH models. These studies have been presented in the Bank of Finland’s simulator seminars during 2012–2014.
Subjects: 
simulation
payment system
settlement system
liquidity
systemic risk
indicators
free riding
behavioral modeling
RTGS
JEL: 
C15
C81
C92
D53
D70
E42
E58
G01
G21
Persistent Identifier of the first edition: 
ISBN: 
978-952-323-084-2
Document Type: 
Book

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