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7 | The Next Generation RTGS: Liquidity Saving Mechanisms as an Overlay Service

FNA Papers Series: No. 7 | 2024   Written by:  | Dr Carlos León (FNA & Tilburg University) | Dr Kimmo Soramäki (FNA)   León, C., Soramäki K., (2024). The Next Generation RTGS: Liquidity Saving Mechanisms as an Overlay Service. FNA Papers, No. 7-2024, DOI Number: 10.69701/CFCZ133, [Available at: fna.fi/insights/papers-7-the-next-generation-rtgs-liquidity-saving-mechanisms-as-an-overlay-service/]   As many RTGS systems reach […]

5 | Liquidity-Saving Mechanisms in Trade Credit Networks: Optimising Corporate Liquidity

FNA Papers Series: No. 5 | 2023   Written by:  |  Anthony Butler (Saudi Central Bank – SAMA) |  José Fernando Moreno Gutiérrez (FNA) |  Dr Carlos León (FNA & Tilburg University) | Dr Kimmo Soramäki (FNA)    Butler, A., León C., Gutiérrez J., Soramäki K., (2023). Liquidity-Saving Mechanisms in Trade Credit Networks: Optimizing Corporate Liquidity. FNA Papers, […]

4 | Molecular Settlement: Making Atomic Settlement Work in a Positive Interest Rate Environment

FNA Papers Series: No. 4 | 2023   Written by:  |  José Fernando Moreno Gutiérrez (FNA) |  Dr Carlos León (FNA & Tilburg University) | Dr Kimmo Soramäki (FNA)    León, C., Gutiérrez J., Soramäki K., (2023). Making Atomic Settlement Work in a Positive Interest Rate Environment. FNA Papers, No. 4- 2023, 10.69701/GJBJ662 [Available: https://fna.fi/insights/papers-4-making-atomic-settlment-work-in-positive-intereste-rate-environments]   In some […]

3 | Digital Operational Resilience Act (DORA): Addressing an Old New Network Problem

FNA Papers Series: No. 3 | 2023   Written by:  |  Dr Carlos León (FNA & Tilburg University)   León, C., (2023). Digital Operational Resilience Act (DORA): Addressing an Old New Network Problem. FNA Papers, No. 3-2023, DOI Number: 10.69701/DEFF9232 [available: https://fna.fi/insights/papers-3-digital-operational-resilience-act-dora-addressing-an-old-new-network-problem/]   Carlos León writes about the challenge of adding information and communication technology […]

2 | Modernizing Intraday Liquidity Optimization for Commercial Banks

FNA Papers Series: No. 2 | 2023   Written by:  |   Jérémie Feuillette (FNA) |   Dr Kimmo Soramäki (FNA)  |  Will Towning   Feuillette, J., Soramäki K., Towning W., (2023). Modernizing Intraday Liquidity Optimization for Commercial Banks. FNA Papers, No. 2- 2023, DOI Number: 10.69701/BDZH8309 [Available: https://fna.fi/insights/modernizing-intraday-liquidity-optimization-for-commercial-banks/]   Abstract: Commercial banks are facing a period of […]

FNA Loan Data Analytics- Interbank Lending Networks

by Riris Silalahi & Amanah Ramadiah    FNA recently partnered with the Bank for International Settlements (BIS) Innovation Hub and the Monetary Authority of Singapore (MAS) to build a prototype of an integrated regulatory loan data and analytics platform that will provide powerful new capabilities to supervisors.  The solution, FNA Loan Data Analytics, combines advanced […]

Improving the Accuracy of Stress Tests – A Look at Reconstruction Methods

Ramadiah, Caccioli & Fricke’s research offers supervisors valuable insights into conducting more accurate stress tests.    FNA’s Amanah Ramadiah and researchers Fabio Caccioli and Daniel Fricke offer supervisors valuable insights into conducting more accurate stress tests in the 2021 paper, ‘Reconstructing and Stress Testing Credit Networks’ which underlines the importance of understanding the consequences when […]

Agent-Based Simulation of CBDCs

Agent-Based Simulation of CBDCs: A Research Paper by Amanah Ramadiah, Marco Galbiati and Kimmo Soramäki Central Bank Digital Currencies (CBDCs) have seized global attention, featuring broadly in central bank strategies.  Today, 87 central banks are currently looking to introduce digital currencies in the near future, however the impacts of CBDCs are still relatively unknown.  Many […]

How should we think of CCPs in a more Interconnected world that demands financial stability?

The research paper, ‘Who Pays? Who Gains? Central Counterparty Resource provision in the post-Pittsburgh World’ presents a conceptual framework exploring whether regulatory changes since the Pittsburg Summit could be a catalyst for clearinghouses and making the financial system more stable.   The 2009 Pittsburgh Summit led to regulatory reforms mandating the clearance of a large […]

Network Sensitivity of Risk

By Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo, Valentina Macchiati, Tuan Pham Minh, Francesco Pinotti, Mateusz Wilinski, Paolo Barucca and Giulio Cimini.   The paper, ‘Network Sensitivity of Systemic Risk’, explores how propagation dynamics depend on the topological details of an underlying network. It provides detailed understanding of the interplay between systemic risk […]

Reconstructing and Stress Testing Credit Networks

By Amanah Ramadiah, Fabio Caccioli, Daniel Fricke Financial networks are an essential source of systemic risk. Unfortunately, detailed data on (direct and indirect) interactions between individual financial institutions is often unavailable, and the only the total aggregate position is known. To conduct a stress test, one must resort to network reconstruction methods to infer the […]

The impact of COVID-19 on small and medium enterprises

Author: Edoardo Giovannini, Research Analyst Intern, FNA In the context of the coronavirus pandemic (COVID-19), it is important that central banks monitor credit risk with new methods. Understanding how credit risk will move during the next few years is crucial to prevent non-performing-loans (NPL) from negatively affecting the financial system or the real economy. Recently, […]
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