The topology of interbank payment flows

Author:

Soramäki Kimmo,Bech Morten L.,Arnold Jeffrey,Glass Robert J.,Beyeler Walter E.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference41 articles.

1. Payment Risk Committee, Best practices to assure telecommunications continuity for financial institutions and the payment & settlements utilities, 2005, 〈http://www.newyorkfed.org/prc/telecom.pdf〉.

2. US House of Representatives, Committee on Financial Services. Protecting our financial infrastructure: preparation and vigilance, 108th Congress, Second Session, September 8, 2004.

3. Systemic risk in the netting system;Angelini;J. Banking Finance,1996

4. Systemic risk in a netting system revisited;Bech,2005

5. J. Devriese, J. Mitchell, Liquidity risk in securities settlement, J. Banking Finance (Special issue: Frontiers in payment and settlement issues), forthcoming.

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