Segui
Ronald Heijmans
Ronald Heijmans
Affiliazione sconosciuta
Email verificata su pm.me - Home page
Titolo
Citata da
Citata da
Anno
How to measure the unsecured money market: the Eurosystem's implementation and validation using TARGET2 data
L Arciero, R Heijmans, R Heuver, M Masserenti, C Picillo, F Vacirca
International Journal of Central Banking, 247-280, 2016
1072016
Network dynamics of TOP payments
M Pröpper, I Van Lelyveld, R Heijmans
Diagnostics for the financial markets–computational studies of payment system, 2012
95*2012
Monitoring the unsecured interbank money market using TARGET2 data
R Heijmans, R Heuver, D Walraven
De Nederlandsche Bank Working Paper, 2010
482010
Is this bank ill? The diagnosis of doctor TARGET2
R Heijmans, R Heuver
Journal of Financial Market Infrastructures 2 (3), 3-36, 2014
382014
Detection and explanation of anomalies in real-time gross settlement systems by lossy data compression
R Triepels, H Daniels, R Heijmans
Proceedings of the 19th International Conference on Enterprise Information …, 2018
25*2018
Dynamic visualization of large transaction networks: the daily Dutch overnight money market
R Heijmans, R Heuver, C Levallois, I van Lelyveld
De Nederlandsche Bank Working Paper, 2014
19*2014
Disruptions in large-value payment systems: An experimental approach
K Abbink, R Bosman, R Heijmans, F Van Winden
51st issue (December 2017) of the International Journal of Central Banking, 2018
18*2018
Simulations in the Dutch interbank payment system: A sensitivity analysis
R Heijmans
Simulation analyses and stress testing of payment networks, 2007-2008, 2009
152009
Near-real-time monitoring in real-time gross settlement systems: a traffic light approach
R Berndsen, R Heijmans
Journal of Risk 22 (3), 39-64, 2020
14*2020
Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system
L Sabetti, R Heijmans
Latin American Journal of Central Banking 2 (2), 100031, 2021
10*2021
Cyclical patterns in risk indicators based on financial market infrastructure transaction data
M Timmermans, R Heijmans, H Daniels
Quantitative Finance and Economics 2 (3), 615-636, 2018
102018
Preparing simulations in large value payment systems using historical data
R Heijmans, R Heuver
Simulation in Computational Finance and Economics: Tools and Emerging …, 2013
82013
Determinants of the rate of the Dutch unsecured overnight money market
R Heijmans, L Hernández, R Heuver
De Nederlandsche Bank Working Paper, 2013
72013
How to monitor the exit from the Eurosystem's unconventional monetary policy: Is EONIA dead and gone?
R Heijmans, R Heuver, Z Gorgi
De Nederlandsche Bank Working Paper, 2016
62016
Is there anybody out there? Detecting operational outages from LVTS transaction data
N Arjani, R Heijmans
Journal of Financial Market Infrastructures 6 (4), 23-41, 2020
5*2020
Measuring the Impact of a Failing Participant in Payment Systems
R Heijmans, MF Wendt
International Monetary Fund, 2020
52020
How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canada’s large-value payment system
S Byck, R Heijmans
Journal of Financial Market Infrastructures 9 (3), 2020
52020
Central bank intervention in large value payment systems: An experimental approach
P Heemeijer, R Heijmans
Journal of Financial Market Infrastructures 3 (3), 17-49, 2015
52015
Granularity, a blessing in disguise: Transaction cycles within real-time gross settlement systems
T van Ark, R Heijmans
Journal of Financial Market Infrastructures 5 (2), 29-52, 2016
42016
Direct Participants’ Behavior Through the Lens of Transactional Analysis: The Case of SPEI®
B Alexandrova-Kabadjova, A Serguieva, R Heijmans, L Garcia-Ochoa
Proceedings of the International Conference on Social Modeling and …, 2015
4*2015
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20