Network Analysis and Canada’s Large Value Transfer System

By Kimmo | Published: January 13, 2010
A recent paper by Lana Embree and Tom Roberts looks at the daily and intraday network structure of payment activity in the Canadian Large Value Transfer System (LVTS). The paper provides a good overview of the concepts and a nice comparison of emprical research in several payment networks. For LVTS they find that it is highly centralized among a few key participants similar to other interbank payment systems. They conclude that this could heighten the systemic importance of these participants, and the susceptibility of the system to financial contagion.
Large Value Transfer System (LVTS)

Large Value Transfer System (LVTS)

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