Payment system monitoring indicators

On 9 October 2012, the CPSS held a workshop on payment system monitoring indicators.


Part 1: Developments in payment system monitoring and indicators
Moderator: Jeryl Poh, Monetary Authority of Singapore
1. Measuring free-riding in large-value payment systems
Presenter: Martin Diehl, Deutsche Bundesbank
  2. Intraday patterns and timing of TARGET2 interbank payments
Presenter: Marco Massarenti, European Central Bank
  3. Using network analysis to assess the centrality of second-tier banks in CHAPS
Presenter: Ana Lasaosa, Bank of England
Part 2: Analysis based on payments data and indicators
Moderator: Matti Hellqvist, European Central Bank
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
  2. The use of tri-party repo market data
Presenter: Linda Fahy, Antoine Martin, Federal Reserve Bank of New York