agg_liq_prov_rel_usage: Aggregate Liquidity Provision Relative to Usage

Description Usage Arguments Details Value

Description

Aggregate Liquidity Provision Relative to Usage

Usage

1

Arguments

payments

dataframe value, payments data

Details

Assumes that the payments data file has the form: ID, date, time, value, from, to

Calculates the daily aggregate (across participants) liquidity provision. The aggregation is calculated as the sum of the positive liquidity provision relative to usage values.

Value

dataframe structure, system wide measure for liquidity provision relative to usage


BoC-PaymentsResearch/CPMI_stats documentation built on May 13, 2019, 1:14 p.m.