Markov type models for large-valued interbank payment systems

Due to the reform of payment systems from netting settlement systems to Real Time Gross Settlement systems (RTGS) around the world in recent years, there is a dramatic increase in the interest in modeling the large-valued interbank payment system. Recently some queueing facilities have been introduc...

Full description

Bibliographic Details
Main Author: Che, Xiaonan
Published: London School of Economics and Political Science (University of London) 2011
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.548117