Luca Arciero

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

487

SSRN CITATIONS
Rank 15,654

SSRN RANKINGS

Top 15,654

in Total Papers Citations

25

CROSSREF CITATIONS

48

Scholarly Papers (4)

1.

Exploring Agent-Based Methods for the Analysis of Payment Systems: A Crisis Model for StarLogo TNG

Bank of Italy Temi di Discussione (Working Paper) No. 686
Number of pages: 32 Posted: 28 Oct 2008
Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 254 (150,655)
Citation 8

Abstract:

Loading...

Agent-based modeling, payment systems, RTGS, liquidity, crisis simulation

How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

Bank of Italy Occasional Paper No. 215
Number of pages: 46 Posted: 02 Sep 2014
Bank of Italy, De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), Bank for International Settlements (BIS) and Bank of Italy
Downloads 98 (333,130)
Citation 13

Abstract:

Loading...

euro interbank money market, Furfine, TARGET2, financial stability, EONIA

How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

De Nederlandsche Bank Working Paper No. 369
Number of pages: 43 Posted: 24 Jan 2013 Last Revised: 04 Feb 2013
Bank of Italy, De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), Bank for International Settlements (BIS) and Bank of Italy
Downloads 54 (466,805)
Citation 28

Abstract:

Loading...

euro interbank money market, Furfine, TARGET2, financial stability, EONIA

3.

Stress-Testing of Liquidity Risk in Target2

ECB Occasional Paper No. 183
Number of pages: 39 Posted: 22 Feb 2017
European Central Bank (ECB), Bank of Italy, Banco de España, Bank of Finland, National Bank of Belgium, Bank of Greece, Deutsche Bundesbank, Bank of Finland, Banque de France, Deutsche Bundesbank, Banco de España, Banque de France, Bank of Italy, Asian Development Bank and European Central Bank (ECB)
Downloads 61 (433,888)
Citation 1

Abstract:

Loading...

TARGET2, stress testing, simulation, liquidity risk, principles for FMIs

4.

Evaluating the Impact of Shocks to the Supply of Overnight Unsecured Money Market Funds on the Target2-Banca D’Italia Functioning: A Simulation Study

Evaluating the Impact of Shocks to the Supply of Overnight Unsecured Money Market Funds on the Target2-Banca D’Italia Functioning: A Simulation Study, 2012, M. Hellqvist y T. Laine (eds.), Diagnostics for the Financial Markets – Computational Studies of Payment System, Bank of Finland
Number of pages: 27 Posted: 25 Feb 2015
Luca Arciero
Bank of Italy
Downloads 20 (637,022)

Abstract:

Loading...

RTGS system, unsecured money market, simulations.