Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/53844
Authors: 
Bech, Morten
Chapman, James T. E.
Garratt, Rod
Year of Publication: 
2008
Series/Report no.: 
Bank of Canada Working Paper 2008,42
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
Document Type: 
Working Paper

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