max_liq_prov: Max Intraday Liquidity Provision

Description Usage Arguments Details Value

Description

Max Intraday Liquidity Provision

Usage

1
max_liq_prov(participant, payments, debit)

Arguments

participant

character value, Identifying code of the payments system participant

payments

dataframe value, payments data

debit

boolean value, logical value, if this value is TRUE then the net debit position is calculated. If FALSE then the net credit position is calculated.

Details

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

Value

dataframe structure, The max net debit/credit position of the given participant in billions


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