We propose a method based on control charts to identify in real-time sudden deposits outflows through the payment system. The performance of the methodology is assessed with both Monte Carlo simulations and real transaction-level TARGET2 data for a large sample of Italian banks. We identify a set of idiosyncratic bank stress episodes. Using high-frequency payment system data, we provide new evidences on the interaction between retail, wholesale, and central bank funding in the post global financial crisis period.

中文翻译：

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存款流出的实时识别和高频分析

我们提出了一种基于控制图的方法来实时识别通过支付系统的突然存款流出。该方法的性能通过蒙特卡罗模拟和大量意大利银行样本的真实交易级 TARGET2 数据进行评估。我们确定了一组特殊的银行压力事件。使用高频支付系统数据，我们提供了关于后全球金融危机时期零售、批发和中央银行资金之间相互作用的新证据。