Payment system monitoring indicators

9 October 2012 | Basel, Switzerland

Part 1: Developments in payment system monitoring and indicators
Moderator: Jeryl Poh, Monetary Authority of Singapore Measuring free-riding in large-value payment systems Presenter: Martin Diehl, Deutsche Bundesbank
Intraday patterns and timing of TARGET2 interbank payments Presenter: Marco Massarenti, European Central Bank
Using network analysis to assess the centrality of second-tier banks in CHAPS Presenter: Ana Lasaosa, Bank of England

Part 1: Developments in payment system monitoring and indicators

Moderator: Jeryl Poh, Monetary Authority of Singapore

Presenter: Martin Diehl, Deutsche Bundesbank

Presenter: Marco Massarenti, European Central Bank

Presenter: Ana Lasaosa, Bank of England

Part 2: Analysis based on payments data and indicators
Moderator: Matti Hellqvist, European Central Bank 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
The use of tri-party repo market data Presenter: Linda Fahy, Antoine Martin, Federal Reserve Bank of New York

Part 2: Analysis based on payments data and indicators

Moderator: Matti Hellqvist, European Central Bank

(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

Presenter: Linda Fahy, Antoine Martin, Federal Reserve Bank of New York