INDEVAL develops a new operating and settlement system using operations research

Interfaces

Volumn 41, Issue 1, 2011, Pages 8-17

  Munoz, David Fernando ^a   Lascurain, Miguel De ^a   Romero Hernandez, Omar ^a   Solis, Francisco ^b   Santos, Luis De Los ^b   Palacios Brun, Arturo ^c   Herreri ́a, Francisco J ^c   Villasenor, Jaime ^c  

^a INSTITUTO TECNOLÓGICO AUTÓNOMO DE MÉXICO   (Mexico)

^b Banco de Me xico   (Mexico)

^c SD INDEVAL   (Mexico)

Author keywords

Central securities depository; Clearing; Delivery versus payment; Linear programming; Securities settlement system; Settlement; System simulation

Indexed keywords

EID: 79952086001     PISSN: 00922102     EISSN: 1526551X     Source Type: Journal    
DOI: 10.1287/inte.1100.0523     Document Type: Article

References (6)

1. Bank for International Settlements. 1992. Delivery versus payment in securities settlement systems. Committee on Payment and Settlement Systems Publications, Basel, Switzerland.
2. Bank for International Settlements. 1997. Real-time gross settlement systems. Committee on Payment and Settlement Systems Publications, Basel, Switzerland.
3. Bank for International Settlements. 2005. New developments in large-value payment systems. Committee on Payment and Settlement Systems Publications, Basel, Switzerland.
4. Bank for International Settlements. 2009. Statistics on payment and settlement systems in selected countries-Figures for 2008. Committee on Payment and Settlement Systems Publications, Basel, Switzerland.
5. Leinonen, H., K. Soramäki. 2003. Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator. Retrieved March 5, 2008, http://www.bof.fi/NR/ rdonlyres/1910A3B1-157E-454B-80E3-DBD7199D6A92/0/ 0323.pdf.
6. Martin, A., J. McAndrews. 2008. Liquidity-saving mechanisms. J. Monetary Econom. 55(3) 554-567.