Chips Cross Border Large Value Payment System
Current● Liquidity Risk ● Operational Risk ● Model Risk ● Systemic Risk ● Securities/Payments RiskCHIPS algorithms in balance of fast settlement and participant funding cost Participant funding analysis with marginal utilities theory to achieve liquidity efficiency model Simulation models to analyze risk factors of CHIPS large value payment settlement system that impact systemic stability ISO 20022 standards in CHIPS message exchange format between TCH, Fed and bank participantsRisk Management Framework Liquidity Modeling/Forecasting, Stress Testing, Scenario AnalysisModel Risk Management, Model Methodology & Conceptual Soundness Validation Regulatory Remediation and ReportingSystemic & Liquidity Risk ManagementSystemic Network Analysis - statistical diagnostics of highly aggregated principle data setsDevelopment of liquidity metrics and advanced quantitative analytics
