5th simulator workshop in Helsinki, 28-29 August 2007
The Bank of Finland hosted the 5th `jubilee´ simulator seminar and workshop on 28-29 August 2007 at Bank of Finland, Helsinki. The seminar consisted of presentations by payment system experts and users of BoF-PSS2. Hands-on training for beginners and advanced workshop more experienced users were also organised. The seminar gave a great opportunity to learn more about topical issues of payment system analysis and simulation techniques, to exchange user expriences and to find out about new developments.
Please find below the links to the program and seminar material.
Seminar material
Day 1
- Harry Leinonen / Bank of Finland: Current situation and recent developments
- Jamie McAndrews / FED New York, Kimmo Soramäki / Helsinki University of Technology: Beliefs and Settlement Risk
- Kristian Andersen / Danmarks Nationalbank: Beliefs and Settlement Rrisk, discussion handouts
- Marco Galbiati / Bank of England, Kimmo Soramäki / Helsinki University of Technology: Dynamic model of funding in interbank payment systems
- Fabien Renault / Banque de France: Dynamic model of funding in interbank payment systems, discussion handouts
- Walt Beyeler, Robert J. Glass / Sandia National Laboratories: Congestion and Cascades in Coupled Payment Systems
- Neville Arjani / Bank of Canada: Congestion and Cascades in Coupled Payment Systems, discussion handouts
- Michael Boss, Claus Puhr / Österreichische Nationalbank: Systemically important accounts, network topology and contagion in ARTIS
- Martina Glaser, Philipp Haene / Swiss National Bank: Simulation of participant-level operational disruption in Swiss Interbank Clearing
- Ronald Heijimans / De Nederlandsche Bank: Stress simulations: A Dutch case
- Ágnes Lublóy, Eszter Tanai / Magyar Nemzeti Bank: Operational Disruption and the Hungarian RTGS system VIBER, paper
- Kristian Roefs / National Bank of Belgium: Operational disruptions: 3+1 cases, discussion handouts
Day 2