Jan Paulick
Deutsche Bundesbank
Jan Paulick is principal expert in the division Strategy, Policy and Oversight in the Directorate General Payments and Settlement Systems at Deutsche Bundesbank. His work focuses on quantitative and qualitative analysis of financial market infrastructures as well as the implications of blockchain technology and central bank digital currencies. He has published on collateral management, operational risk and money market data. He is also involved in ESCB (European System of Central Banks) cooperation through different working groups and in work of the CPMI (Committee on Payments and Market Infrastructures) on liquidity in payment systems and digital innovation. He holds a M.A. in International Economics from the University of Göttingen and studied abroad at UC Santa Cruz and Delhi School of Economics.
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Articles by Jan Paulick
Measure twice before you cut: differences in Furfine-type algorithm implementations
This study focuses on the practical implementation aspects of “Furfine-type” algorithms used to identify money market loans from payments data.
The absence of evidence and the evidence of absence: an algorithmic approach for identifying operational outages in TARGET2
This paper implements an algorithmic approach to identify participants’operational outages based on transaction data.
Mobilization of collateral in Germany as a reflection of monetary policy and financial market developments
This paper describes and analyzes developments in the market value of marketable assets submitted as collateral in Germany and the Eurosystem against the backdrop of the financial market crisis.