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Ronald Heijmans
Ronald Heijmans
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How to measure the unsecured money market: the Eurosystem's implementation and validation using TARGET2 data
L Arciero, R Heijmans, R Heuver, M Masserenti, C Picillo, F Vacirca
International Journal of Central Banking, 247-280, 2016
1142016
Network dynamics of TOP payments
M Pröpper, I Van Lelyveld, R Heijmans
Diagnostics for the financial markets–computational studies of payment system, 2012
106*2012
Monitoring the unsecured interbank money market using TARGET2 data
R Heijmans, R Heuver, D Walraven
De Nederlandsche Bank Working Paper, 2010
532010
Is this bank ill? The diagnosis of doctor TARGET2
R Heijmans, R Heuver
Journal of Financial Market Infrastructures 2 (3), 3-36, 2014
432014
Detection and explanation of anomalous payment behavior in real-time gross settlement systems
R Triepels, H Daniels, R Heijmans
Enterprise Information Systems: 19th International Conference, ICEIS 2017 ¡¦, 2018
35*2018
Disruptions in large-value payment systems: an experimental approach
K Abbink, R Bosman, R Heijmans, F Van Winden
International Journal of Central Banking 13 (4), 63-95, 2017
21*2017
Dynamic visualization of large transaction networks: the daily Dutch overnight money market
R Heijmans, R Heuver, C Levallois, I van Lelyveld
De Nederlandsche Bank Working Paper, 2014
21*2014
Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system
L Sabetti, R Heijmans
Latin American Journal of Central Banking 2 (2), 100031, 2021
18*2021
Near-real-time monitoring in real-time gross settlement systems: a traffic light approach
R Berndsen, R Heijmans
Journal of Risk 22 (3), 39-64, 2020
17*2020
Simulations in the Dutch interbank payment system: A sensitivity analysis
R Heijmans
Simulation analyses and stress testing of payment networks, 2007-2008, 2009
162009
Cyclical patterns in risk indicators based on financial market infrastructure transaction data
M Timmermans, R Heijmans, H Daniels
Quantitative Finance and Economics 2 (3), 615-636, 2018
132018
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
S Byck, R Heijmans
Journal of Financial Market Infrastructures 9 (3), 2020
112020
Is there anybody out there? Detecting operational outages from LVTS transaction data
N Arjani, R Heijmans
Journal of Financial Market Infrastructures 6 (4), 23-41, 2020
82020
Determinants of the rate of the Dutch unsecured overnight money market
R Heijmans, L Hernández, R Heuver
De Nederlandsche Bank Working Paper, 2013
82013
Preparing simulations in large value payment systems using historical data
R Heijmans, R Heuver
Simulation in Computational Finance and Economics: Tools and Emerging ¡¦, 2013
82013
Measuring the impact of a failing participant in payment systems
R Heijmans, F Wendt
Latin American Journal of Central Banking 4 (4), 100106, 2023
72023
Intraday liquidity around the world
B Alexandrova Kabadjova, A Badev, S Benchimol Bastos, E Benos, ...
Bank for International Settlements, 2023
7*2023
Direct Participants¡¯ Behavior Through the Lens of Transactional Analysis: The Case of SPEI®
B Alexandrova-Kabadjova, A Serguieva, R Heijmans, L Garcia-Ochoa
Proceedings of the International Conference on Social Modeling and ¡¦, 2015
7*2015
Central bank intervention in large value payment systems: An experimental approach
P Heemeijer, R Heijmans
Journal of Financial Market Infrastructures 3 (3), 17-49, 2015
72015
How to monitor the exit from the Eurosystem's unconventional monetary policy: Is EONIA dead and gone?
R Heijmans, R Heuver, Z Gorgi
De Nederlandsche Bank NV, 2016
62016
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