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Illiquidity in the interbank payment system following wide-scale disruptions. (2006). Garratt, Rodney ; Bech, Morten.
In: Staff Reports.
RePEc:fip:fednsr:239.

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  1. A computational model of bilateral credit limits in payment systems and other financial market infrastructures. (2024). Bewaji, Oluwasegun.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143823000364.

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  2. Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system. (2021). Heijmans, Ronald ; Sabetti, Leonard.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000119.

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  3. Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2020242.

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  4. Is there anybody out there? Detecting operational outages from LVTS transaction data. (2020). Heijmans, Ronald ; Arjani, Neville.
    In: Working Papers.
    RePEc:dnb:dnbwpp:683.

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  5. Central bank intervention in large value payment systems: An experimental approach. (2015). Heijmans, Ronald ; Heemeijer, Peter.
    In: Working Papers.
    RePEc:dnb:dnbwpp:466.

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  6. Dynamic visualization of large transaction networks: the daily Dutch overnight money market. (2014). Heijmans, Ronald ; Heuver, Richard ; van Lelyveld, Iman ; Levallois, Clement.
    In: Working Papers.
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  7. Settlement liquidity and monetary policy implementation—lessons from the financial crisis. (2012). McAndrews, James ; Martin, Antoine ; Bech, Morten.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2012:i:mar:p:3-20:n:v.18no.1.

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  8. Simulation methods to assess the danger of contagion in interbank markets. (2011). Upper, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:3:p:111-125.

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  9. An agent-based model of payment systems. (2011). Soramäki, Kimmo ; Galbiati, Marco ; Soramaki, Kimmo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:6:p:859-875.

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  10. Is this bank ill? The diagnosis of doctor TARGET2. (2011). Heijmans, Ronald ; Heuver, Richard.
    In: Working Papers.
    RePEc:dnb:dnbwpp:316.

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  11. Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos. (2011). Sarmiento, Miguel ; León, Carlos ; Cepeda-Lopez, Freddy ; Machado, Clara ; Leon, Carlos.
    In: Revista ESPE - Ensayos Sobre Política Económica.
    RePEc:col:000107:009972.

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  12. Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo. (2011). Sarmiento, Miguel ; León, Carlos ; Cepeda-Lopez, Freddy ; Chipatecua, Orlando ; Cely, Jorge ; Machado, Clara ; Leon, Carlos.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:29:y:2011:i:65:p:106-175.

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  13. Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos. (2010). Sarmiento, Miguel ; León, Carlos ; Chipatecua, Orlando ; Machado, Clara Lia ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:col:000094:007669.

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  14. Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos. (2010). Sarmiento, Miguel ; León, Carlos ; Cepeda-Lopez, Freddy ; Chipatecua, Orlando ; Cely, Jorge ; Machado, Clara Lia ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:627.

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  15. Simulation analyses and stress testing of payment networks. (2009). .
    In: Bank of Finland Scientific Monographs.
    RePEc:zbw:bofism:sm2009_042.

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  16. Simulation analyses and stress testing of payment networks. (2009). Leinonen, Harry.
    In: Scientific Monographs.
    RePEc:bof:bofism:2009_042.

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  17. Which bank is the \\central\\ bank? an application of Markov theory to the Canadian Large Value Transfer System. (2008). Garratt, Rodney ; Chapman, James ; Bech, Morten.
    In: Staff Reports.
    RePEc:fip:fednsr:356.

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  18. Towards a Network Description of Interbank Payment Flows. (2008). Heijmans, Ronald ; Propper, Marc.
    In: Working Papers.
    RePEc:dnb:dnbwpp:177.

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  19. A dynamic model of the payment system. (2007). Temzelides, Ted ; Monnet, Cyril ; LOCH TEMZELIDES, Ted ; Koeppl, Thorsten.
    In: Working Papers.
    RePEc:fip:fedpwp:07-22.

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References

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  9. Ferguson, V. R., February 2003. September 11th, the federal reserve, and the financial system.
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  10. Journal of Monetary Economics 51, 935--965. McAndrews, J., Potter, S., 2002. Liquidity effects of the events of september 11th. Federal Reserve Bank of New york Economic Policy Review 8, 59--79.

  11. McAndrews, J., Rajan, S., 2000. The timing and funding of fedwire funds transfers. Federal Reserve Bank of New york Economic Policy Review 6, 17--32.

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