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:: دوره 6، شماره 1 - ( پاییز 1390 ) ::
جلد 6 شماره 1 صفحات 151-160 برگشت به فهرست نسخه ها
Intraday Liquidity Demand of Banks in Real-Time Gross Settlement System
چکیده:   (1987 مشاهده)

In this study a simulation analysis is applied to address the change in banks liquidity demand due to a shift in settlement method brought about by adopting Real Time Gross Settlement System. At the first stage of this research, we use a data generator model along with some information on the time distribution of coded cheques over a working day in order to produce intraday flow of payments. Then the output is fed to the Bank of Finland Payment Settlement Simulator (BoF-PSS) to estimate banks intraday liquidity needs in Satna. The results indicate the movement towards a real time gross-settlement system increases the liquidity demand of Iranian banks in payment system by about 66 percent. 

JEL classification: C15, C70, E58, G21, G35 

     
نوع مطالعه: پژوهشي | موضوع مقاله: اقتصاد پولی
دریافت: ۱۳۹۳/۲/۱۰ | پذیرش: ۱۳۹۳/۲/۱۰ | انتشار: ۱۳۹۳/۲/۱۰
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Sepahvand M. Intraday Liquidity Demand of Banks in Real-Time Gross Settlement System. J. Mon. Ec.. 2011; 6 (1) :151-160
URL: http://jme.mbri.ac.ir/article-1-67-fa.html

Intraday Liquidity Demand of Banks in Real-Time Gross Settlement System. پول و اقتصاد. 1390; 6 (1) :151-160

URL: http://jme.mbri.ac.ir/article-1-67-fa.html



دوره 6، شماره 1 - ( پاییز 1390 ) برگشت به فهرست نسخه ها
Journal of Money and Economy Journal of Money And Economy
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