Payment system monitoring indicators
On 9 October 2012, the CPSS held a workshop on payment system monitoring indicators.
Agenda
| Part 1: Developments in payment system monitoring and indicators Moderator: Jeryl Poh, Monetary Authority of Singapore |
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| 1. Measuring free-riding in large-value payment systems Presenter: Martin Diehl, Deutsche Bundesbank |
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| 2. Intraday patterns and timing of TARGET2 interbank payments Presenter: Marco Massarenti, European Central Bank |
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| 3. Using network analysis to assess the centrality of second-tier banks in CHAPS Presenter: Ana Lasaosa, Bank of England |
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| Part 2: Analysis based on payments data and indicators Moderator: Matti Hellqvist, European Central Bank |
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| 1. Estimating the Euro area money market exchanges (i) Improving the Furfine identification strategy of money market loans from settlement data Presenter: Ronald Heijmans, De Nederlandsche Bank (ii) Results from the interbank money market identification on TARGET2 data Presenter: Cristina Picillo, Banca d'Italia |
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| 2. The use of tri-party repo market data Presenter: Linda Fahy, Antoine Martin, Federal Reserve Bank of New York |
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