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Multi-Agent Liquidity Risk Management in an Interbank Net Settlement System

  • Badiâa Hedjazi
  • Mohamed Ahmed-Nacer
  • Samir Aknine
  • Karima Benatchba
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7669)

Abstract

A net settlement system is a payment system between banks, where a large number of transactions are accumulated, usually waiting until the end of each day to be settled through payment instruments like: wire transfers, direct debits, cheques, .... These systems also provide clearing functions to reduce interbank payments but are sometimes exposed to liquidity risks. Monitoring, and optimizing the interbank exchanges through suitable tools is useful for the proper functioning of these systems. The goal is to add to these systems an intelligent software layer integrated with the existing system for the improvement of transactions processing and consequently avoid deadlock situations, deficiencies and improve system efficiency. We model and develop by multi-agent an intelligent tracking system of the interbank exchanged transactions to optimize payments settlement and minimize liquidity risks.

Keywords

payment system net settlement system multi-agent system liquidity risk classifier system 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Badiâa Hedjazi
    • 1
  • Mohamed Ahmed-Nacer
    • 2
  • Samir Aknine
    • 3
  • Karima Benatchba
    • 4
  1. 1.Information Systems DivisionCERIST Research CenterAknounAlgeria
  2. 2.Information Systems LaboratoryUSTHB UniversityBab EzzouarAlgeria
  3. 3.LIRIS UMR 5205INSA de LyonLIRIS, Université Claude Bernard LyonVilleurbanne CedexFrance
  4. 4.ESI, National High School of Computer ScienceEl-HarrachAlgeria

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