Description Usage Arguments Details Value
Aggregate Liquidity Provision Relative to Usage
1 | agg_liq_prov_rel_usage(payments)
|
payments |
dataframe value, payments data |
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.
dataframe structure, system wide measure for liquidity provision relative to usage
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