Interlinkages between payment and securities settlement systems

DOI10.1007/S10436-012-0198-XzbMATH Open1269.91056OpenAlexW1975583602MaRDI QIDQ358316FDOQ358316

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

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zbMATH Keywords

strategic gamesbank behaviorinterbank paymentssecurities settlement

Mathematics Subject Classification ID

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

Cites Work

• The intraday liquidity management game

Cited In (2)

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

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