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Record W4365399347 · doi:10.21314/jfmi.2022.008

Quantifying the economic benefits of payments modernization: the case of Canada’s large-value payment system

2022· article· en· W4365399347 on OpenAlexaboutno aff
Neville Arjani, Fuchun Li, Zhentong Lu

Bibliographic record

VenueThe Journal of Financial Market Infrastructures · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicSpatial and Panel Data Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsPaymentMarket liquidityTransfer paymentPayment systemWelfareModernization theoryValue (mathematics)BusinessDeadweight lossEconomicsPublic economicsMicroeconomicsActuarial scienceFinanceComputer scienceEconomic growth

Abstract

fetched live from OpenAlex

In this paper, we develop a discrete-choice framework to quantify the economic benefits of Canada’s large-value payment system modernization (ie, the replacement of Canada’s large-value transfer system (LVTS) with Lynx, the new large-value payments system in Canada). We first estimate participants’ preferences for liquidity cost, payment safety and the network effect by exploiting intraday variations in the relative choice probabilities of the two substitutable subsystems (tranches 1 and 2) in the LVTS. Then, with the estimated model, we calculate the changes in participants’ welfare when the LVTS is replaced by Lynx. First, compared with the LVTS, Lynx has higher liquidity costs but is more secure. Second, when over 90% of current LVTS payments migrate to Lynx, there is an overall welfare gain. Third, accounting for equilibrium adjustment after the replacement of the LVTS with Lynx, about a 75% improvement in service quality level is needed to generate overall net economic benefits to participants. Among other things, adopting a liquidity-saving mechanism and reducing risks in the new large-value payments system could help achieve this improvement. Finally, the welfare changes are fairly heterogeneous across participants, especially between large and small participants.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.200
Threshold uncertainty score0.403

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.008
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.002
Science and technology studies0.0010.002
Scholarly communication0.0030.002
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.018
GPT teacher head0.212
Teacher spread0.194 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2022
Admission routes1
Has abstractyes

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