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CLS Bank: Managing Foreign Exchange Settlement Risk

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Author Info
Paul Miller (Bank of Canada)
Carol Ann Northcott (Bank of Canada)

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Abstract

In the foreign exchange market, where average daily turnover is in trillions of dollars and trades span time zones, legal systems, and domestic payments systems, participants take on various risks. The most serious risk is credit risk - the risk that one party will fail to pay. Central banks, private sector financial institutions, and domestic payments systems operators laboured for more than a decade to develop a multi-currency settlement system to deal with these risks. The result, the CLS Bank, began operations in September 2002. It virtually eliminates the credit risk inherent in foreign exchange transactions by providing a payment-versus-payment arrangement for settlement. The CLS Bank is regulated by the Federal Reserve Board in consultation with the central banks that have currencies settling through its system. At present there are seven currencies, including the Canadian dollar. The Bank of Canada acts as banker for the CLS Bank, providing it with a settlement account and making and receiving payments on its behalf through the Large Value Transfer System. With the participation and support of the world's largest foreign-exchange-dealing institutions, and growing membership, the CLS Bank has the potential to become the dominant global mechanism for settling foreign exchange transactions.

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File URL: http://www.bankofcanada.ca/review/2002/miller_e.pdf
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Publisher Info
Article provided by Bank of Canada in its journal Bank of Canada Review.

Volume (Year): 2002 (2002)
Issue (Month): Autumn ()
Pages: 13-25
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:bca:bcarev:v:2002:y:2002:i:autumn:p:13-25

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Postal: 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada
Phone: 613-782-8899
Fax: 613-782-8874
Web page: http://www.bank-banque-canada.ca/

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Postal: Publications Distribution, Bank of Canada, 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada
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Web: http://www.bank-banque-canada.ca/en/publication/pub_res.html

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  1. Robert A. Eisenbeis & W. Scott Frame & Larry D. Wall, 2004. "Resolving large financial intermediaries: banks versus housing enterprises," Working Paper 2004-23, Federal Reserve Bank of Atlanta. [Downloadable!]
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This page was last updated on 2008-11-20.


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