Articles by Neville Arjani
Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system
The authors analyze the economic benefits of the replacement of Canada’s large-value transfer system (LVTS) with the new system, Lynx.
Monitoring intraday liquidity risks in a real-time gross settlement system
This paper proposes an intraday liquidity risk indicator (LRI) for each participant in a real-time gross settlement system (RTGS).
Is there anybody out there? Detecting operational outages from Large Value Transfer System transaction data
This paper develops a method to identify operational outages of participants in the Canadian Large Value Transfer System (LVTS).