A COMPUTATIONAL MODEL OF BILATERAL CREDIT LIMITS IN PAYMENT SYSTEMS AND OTHER FINANCIAL MARKET INFRASTRUCTURES

A computational model of bilateral credit limits in payment systems and other financial market infrastructures

This paper provides the first steps towards a Used Goal Knee theoretical and structural modelling framework through which optimal decision making in financial market infrastructures such as payments clearing and settlement systems can be assessed from a market microstructure perspective.In particular, the paper focuses on the application of agent-b

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