Liquidity-saving mechanisms in collateral-based RTGS payment systems

DOI10.1007/S10436-010-0160-8zbMATH Open1269.91055OpenAlexW3124859761MaRDI QIDQ358313FDOQ358313

Authors: Marius Jurgilas, Antoine Martin 

Publication date: 8 August 2013

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

Full work available at URL: http://hdl.handle.net/10419/60870

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zbMATH Keywords

intraday liquidityliquidity-saving mechanismpayments

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Corporate finance (dividends, real options, etc.) (91G50) Special types of economic markets (including Cournot, Bertrand) (91B54) Welfare economics (91B15)

Cites Work

• The intraday liquidity management game

Cited In (3)

• Payment instruments and collateral in the interbank payment system
• Title not available (Why is that?)
• Collateral and the efficiency of monetary policy

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