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The LVTS-Canada's large-value transfer system

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Author Info
Jim Dingle (Bank of Canada)
Abstract

The LVTS is an electronic network for sending and receiving large-value payments. It is expected to become operational in the first half of 1999. Major chartered banks and other large deposit-taking institutions will provide access to the system for their clients in the financial, corporate, and government sectors. Canada's LVTS exceeds world standards for risk control in large-value systems. The author explains how this is achieved through the netting, bilateral and multilateral credit limits, collateral, loss-sharing procedures used in the event of a default and, as a last resort, a guarantee by the Bank of Canada. The LVTS gives participating institutions certainty of settlement for their LVTS positions every day, even if one or more participants default. This greatly reduces systemic risk in the financial system. Moreover, the LVTS supports finality of payment; that is, it makes funds unconditionally and irrevocably available to the receiver. Finality is highly desirable when the amount of the payment is substantial, or when exact timing is critical. Since the LVTS will carry the great majority of the value of all payments in Canada, it should be considered the core of the national payments system.

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Publisher Info
Article provided by Bank of Canada in its journal Bank of Canada Review.

Volume (Year): 1998 (1998)
Issue (Month): Autumn ()
Pages: 39-55
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Handle: RePEc:bca:bcarev:v:1998:y:1998:i:autumn:p:39-55

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Web page: http://www.bank-banque-canada.ca/

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  1. Jane Sneddon Little, 2002. "Canada's approach to monetary policy," New England Economic Review, Federal Reserve Bank of Boston, issue Q 2, pages 19-23. [Downloadable!]
  2. Kim McPhail, 2003. "Managing Operational Risk in Payment, Clearing, and Settlement Systems," Working Papers 03-2, Bank of Canada. [Downloadable!]
  3. Charles M. Kahn & William Roberds, 2002. "Payments settlement under limited enforcement: Private versus public systems," Working Paper 2002-33, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  4. Morten Bech & Rod Garratt, 2001. "The Intraday Liquidity Management Game," University of California at Santa Barbara, Economics Working Paper Series 18-01, Department of Economics, UC Santa Barbara. [Downloadable!]
    Other versions:
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This page was last updated on 2009-11-19.


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