Liquidity-saving mechanisms in collateral-based RTGS payment systems

DOI10.1007/S10436-010-0160-8MaRDI QIDQ358313zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• The intraday liquidity management game

Cited in

(3)

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