Interlinkages between payment and securities settlement systems

DOI10.1007/S10436-012-0198-XMaRDI QIDQ358316zbMATH OpenOpenAlexFDO

Authors David C. jun. Mills, Samia Y. Husain

Publication date 8 August 2013

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10436-012-0198-x

zbMATH Keywords

bank behaviorinterbank paymentssecurities settlementstrategic games

Mathematics Subject Classification ID

Applications of game theory (91A80) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• The intraday liquidity management game

Cited in

(2)

• Collateral and the efficiency of monetary policy
• An analysis of settlement risk contagion in alternative securities settlement architectures

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