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institutions financières et crédit - iate.europa.eu
Intraday liquidity management: a tale of games banks playOver the last few decades, most central banks, concerned about settlement risks inherent in payment netting systems, have implemented real-time gross settlement (RTGS) systems....
général - core.ac.uk - PDF: www.newyorkfed.org
An economic analysis of liquidity-saving mechanisms... The authors also show that the design of a liquidity-saving mechanism has important implications for the welfare of system participants, even in the absence of payment netting....
Payments netting in international cash management: a network optimization approach... Shapiro formulated the multinational payment netting problem using linear programming....
Payments netting in international cash management: a network optimization approach... Shapiro formu-lated the mutinational payment netting problem using linear pro-gramming....


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