Ronald Heijmans

De Nederlandsche Bank

PO Box 98

1000 AB Amsterdam

Amsterdam, 1000 AB

Netherlands

SCHOLARLY PAPERS

19

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1,236

SSRN CITATIONS
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Top 9,764

in Total Papers Citations

46

CROSSREF CITATIONS

85

Scholarly Papers (19)

1.

Towards a Network Description of Interbank Payment Flows

DNB Working Paper No. 177
Number of pages: 32 Posted: 07 Aug 2008
Marc Pröpper, Iman van Lelyveld and Ronald Heijmans
De Nederlandsche Bank - Supervision - Strategy, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 193 (195,914)
Citation 21

Abstract:

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network, topology, interbank, payment, systemic risk, financial stability

2.

Dynamic Visualization of Large Transaction Networks: The Daily Dutch Overnight Money Market

De Nederlandsche Bank Working Paper No. 418
Number of pages: 30 Posted: 29 Mar 2014 Last Revised: 11 Apr 2014
De Nederlandsche Bank, De Nederlandsche Bank, EMLYON Business School and De Nederlandsche Bank
Downloads 159 (230,586)
Citation 6

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interbank network, visualization

How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

Bank of Italy Occasional Paper No. 215
Number of pages: 46 Posted: 02 Sep 2014
Bank of Italy, De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), Bank for International Settlements (BIS) and Bank of Italy
Downloads 98 (332,430)
Citation 13

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euro interbank money market, Furfine, TARGET2, financial stability, EONIA

How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data

De Nederlandsche Bank Working Paper No. 369
Number of pages: 43 Posted: 24 Jan 2013 Last Revised: 04 Feb 2013
Bank of Italy, De Nederlandsche Bank, De Nederlandsche Bank, European Central Bank (ECB), Bank for International Settlements (BIS) and Bank of Italy
Downloads 54 (465,933)
Citation 28

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euro interbank money market, Furfine, TARGET2, financial stability, EONIA

4.

Monitoring the Unsecured Interbank Money Market Using Target2 Data

De Nederlandsche Bank Working Paper No. 276
Number of pages: 33 Posted: 01 Nov 2011
Ronald Heijmans, Richard Heuver and Daniëlle Walraven
De Nederlandsche Bank, De Nederlandsche Bank and affiliation not provided to SSRN
Downloads 129 (272,375)
Citation 21

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payment systems, financial stability, experiment, decision making

5.

Risk Indicators for Financial Market Infrastructure: From High Frequency Transaction Data to a Traffic Light Signal

De Nederlandsche Bank Working Paper No. 557
Number of pages: 38 Posted: 13 Jun 2017
Ron Berndsen and Ronald Heijmans
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 97 (332,256)
Citation 3

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risk indicator, central bank, granular data, TARGET2, oversight, financial stability, forecasting

6.

Cyclical Patterns in Risk Indicators Based on Financial Market Infrastructure Transaction Data

De Nederlandsche Bank Working Paper No. 558
Number of pages: 29 Posted: 13 Jun 2017
Monique Timmermans, Ronald Heijmans and Hennie Daniels
De Nederlandsche Bank, De Nederlandsche Bank and Erasmus Research Institute of Management (ERIM)
Downloads 70 (403,275)
Citation 6

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ARIMA, TBATS, Time Series, TARGET2, Cyclical Patterns

7.

Is this Bank Ill? The Diagnosis of Doctor TARGET2

De Nederlandsche Bank Working Paper No. 316
Number of pages: 35 Posted: 17 Oct 2011 Last Revised: 02 Nov 2011
Ronald Heijmans and Richard Heuver
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 68 (409,626)
Citation 11

Abstract:

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behaviour of banks, wholesale payment systems, financial stability

8.

Analysis of Risk Factors in the Korean Repo Market: Based on the US and European Repo Market Experiences

Bank of Korea WP 2013-29
Number of pages: 37 Posted: 27 Mar 2015 Last Revised: 07 Apr 2015
Sung Guan Yun and Ronald Heijmans
The Bank of Korea and De Nederlandsche Bank
Downloads 60 (436,628)

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Clearing, Repo, Settlement risk, OTC bonds

9.

How to Monitor the Exit from the Eurosystem's Unconventional Monetary Policy: Is EONIA Dead and Gone?

De Nederlandsche Bank Working Paper No. 504
Number of pages: 31 Posted: 13 Mar 2016
Ronald Heijmans, Richard Heuver and Zion Gorgi
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 56 (451,242)
Citation 1

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monetary policy, repo, GC Pooling, MTS Repo, unsecured money market, central bank, Basel III

10.

Shallow or Deep? Detecting Anomalous Flows in the Canadian Automated Clearing and Settlement System using an Autoencoder

De Nederlandsche Bank Working Paper No. 681
Number of pages: 26 Posted: 23 Apr 2020 Last Revised: 11 May 2020
Leonard Sabetti and Ronald Heijmans
Government of Canada - Bank of Canada and De Nederlandsche Bank
Downloads 55 (454,897)
Citation 2

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Anomaly Detection, Autoencoder, Neural Network, Articial intelligence, ACSS, Financial Market Infrastructure, Retail Payments

11.

Outlier Detection in TARGET2 Risk Indicators

De Nederlandsche Bank Working Paper No. 624, January 2019
Number of pages: 29 Posted: 12 Feb 2019
Ronald Heijmans and Chen Zhou
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 48 (482,471)
Citation 1

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risk indicator, TARGET2, financial market infrastructure, extrem value theory (EVT), local outlier factor (LOF), anomaly

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

De Nederlandsche Bank Working Paper No. 682
Number of pages: 30 Posted: 23 Apr 2020
Shaun Byck and Ronald Heijmans
Payments Canada and De Nederlandsche Bank
Downloads 37 (544,901)

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Liquidity Saving Mechanism, Simulation, LVTS, RTGS, Financial Market Infrastructure, Intraday Liquidity, Collateral

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

Journal of Financial Market Infrastructures, Vol. 9, No. 3, 2021
Number of pages: 28 Posted: 19 Jan 2021
Shaun Byck and Ronald Heijmans
Payments Canada and De Nederlandsche Bank
Downloads 1 (823,027)
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liquidity-saving mechanism (LSM), simulation, Large Value Transfer System (LVTS), real-time gross settlement (RTGS), financial market infrastructure, intraday liquidity

13.

Disruptions in Large Value Payment Systems: An Experimental Approach

De Nederlandsche Bank Working Paper No. 263
Number of pages: 30 Posted: 27 Oct 2011
University of East Anglia, VU University Amsterdam, De Nederlandsche Bank and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 38 (528,073)
Citation 11

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payment systems, financial stability, experiment, decision making

14.

Central Bank Intervention in Large Value Payment Systems: An Experimental Approach

De Nederlandsche Bank Working Paper No. 466
Number of pages: 34 Posted: 01 Apr 2015
Peter Heemeijer and Ronald Heijmans
University of Amsterdam - Department of Quantitative Economics (KE) and De Nederlandsche Bank
Downloads 24 (608,323)
Citation 4

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payment systems, financial stability, experiment, decision making, central bank intervention

15.

Determinants of the Rate of the Dutch Unsecured Overnight Money Market

De Nederlandsche Bank Working Paper No. 374
Number of pages: 27 Posted: 23 Mar 2013
Ronald Heijmans, Lola Hernández and Richard Heuver
De Nederlandsche Bank, De Nederlandsche Bank and De Nederlandsche Bank
Downloads 24 (608,323)
Citation 3

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financial stability, unsecured interbank money market, EONIA, monetary policy

16.

Measuring the Impact of a Failing Participant in Payment Systems

IMF Working Paper No. 20/81
Number of pages: 30 Posted: 23 Jul 2020
Ronald Heijmans and Froukelien Wendt
De Nederlandsche Bank and International Monetary Fund (IMF)
Downloads 17 (657,343)

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17.

Is There Anybody Out There? Detecting Operational Outages from LVTS Transaction Data

De Nederlandsche Bank Working Paper No. 683
Number of pages: 25 Posted: 23 Apr 2020
Neville Arjania and Ronald Heijmans
Government of Canada - Canada Deposit Insurance Corporation (CDIC) and De Nederlandsche Bank
Downloads 6 (742,275)

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Operational Risk, LVTS, Financial Market Infrastructures, outages

18.

Is There Anybody Out There? Detecting Operational Outages from Large Value Transfer System Transaction Data

Journal of Financial Market Infrastructures, Vol. 8, No. 4, 2020
Number of pages: 20 Posted: 19 Jan 2021
Neville Arjania and Ronald Heijmans
Government of Canada - Canada Deposit Insurance Corporation (CDIC) and De Nederlandsche Bank
Downloads 1 (786,869)
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operational risk, Large Value Transfer System (LVTS), financial market infrastructures, outages

19.

Near-Real-Time Monitoring in Real-Time Gross Settlement Systems: A Traffic Light Approach

Journal of Operational Risk, Forthcoming
Number of pages: 26 Posted: 28 Jan 2020
Ron Berndsen and Ronald Heijmans
De Nederlandsche Bank and De Nederlandsche Bank
Downloads 1 (786,869)
Citation 3
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risk indicators, central banks, granular data, TARGET2, oversight; financial stability