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Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System Cover

Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System

Central European Economic Journal
Volume 2 (2017): Issue 49 (December 2017)
By: Mu Tong and  Yi He  
Open Access
|Mar 2018

Figures & Tables

Fig. 1

TL and VOS or VTS of different networksSource: Authors’ own calculations.
TL and VOS or VTS of different networksSource: Authors’ own calculations.

Fig. 2

TL and VOS or VTS of nodes in different networksSource: Authors’ own calculations.
TL and VOS or VTS of nodes in different networksSource: Authors’ own calculations.

Fig. 3

System and Member UBLs of Symmetric NetworksSource: Authors’ own calculations.
System and Member UBLs of Symmetric NetworksSource: Authors’ own calculations.

Fig. 4

Relationship between UBL or RUBL and TS of Members in Symmetric NetworksSource: Authors’ own calculations.
Relationship between UBL or RUBL and TS of Members in Symmetric NetworksSource: Authors’ own calculations.

Fig. 5

Relationship between Out-Strength and UBL or RUBL of a Node Given the Level of LeakageSource: Authors’ own calculations.
Relationship between Out-Strength and UBL or RUBL of a Node Given the Level of LeakageSource: Authors’ own calculations.

Fig. 6

Relationship between the Liquidity Demand of the System and TL or VOS in ESSource: Authors’ own calculations.
Relationship between the Liquidity Demand of the System and TL or VOS in ESSource: Authors’ own calculations.

Fig. 7

Relationship between the Liquidity Demand of Nodes and TL or VOS in ESSource: Authors’ own calculations.
Relationship between the Liquidity Demand of Nodes and TL or VOS in ESSource: Authors’ own calculations.

Fig. 8

Leakage Effect and Strength Effect on the Liquidity Demand of a Node given a TSSource: Authors– own calculations.
Leakage Effect and Strength Effect on the Liquidity Demand of a Node given a TSSource: Authors– own calculations.

Fig. 9

Relationship between TL or VOS and the Liquidity Demand of the System in BASource: Authors’ own calculations.
Relationship between TL or VOS and the Liquidity Demand of the System in BASource: Authors’ own calculations.

Fig. 10

The Effect of Leakage on the Liquidity Demand of Nodes in BASource: Authors’ own calculations.
The Effect of Leakage on the Liquidity Demand of Nodes in BASource: Authors’ own calculations.

Fig. 11

The Effect of Leakage on the Liquidity Demand of Nodes with a Given Out-StrengthSource: Authors’ own calculations.
The Effect of Leakage on the Liquidity Demand of Nodes with a Given Out-StrengthSource: Authors’ own calculations.
DOI: https://doi.org/10.1515/ceej-2017-0010 | Journal eISSN: 2543-6821 | Journal ISSN: 2544-9001
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Language: English
Page range: 50 - 61
Published on: Mar 21, 2018
Published by: Faculty of Economic Sciences, University of Warsaw
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
network structure,
intraday liquidity,
real-time settlement,
liquidity management
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Economic policy

© 2018 Mu Tong, Yi He, published by Faculty of Economic Sciences, University of Warsaw
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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