Determination of collateral deposits by bilateral parties and clearinghouses
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Bibliographic Info
Article provided by Federal Reserve Bank of Chicago in its journal Proceedings.
Volume (Year): (1995)
Issue (Month): May ()
Pages: 525-546
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Related research
Keywords: Clearinghouses (Banking) ; Futures ; Margins (Security trading);References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Charles M. Kahn & James McAndrews & William Roberds, 1999.
"Settlement risk under gross and net settlement,"
Working Paper
99-10, Federal Reserve Bank of Atlanta.
- Kahn, Charles M & McAndrews, James & Roberds, William, 2003. " Settlement Risk under Gross and Net Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 591-608, August.
- Charles M. Kahn & James McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Staff Reports 86, Federal Reserve Bank of New York.
- Kahn, Charles M. & Roberds, William, 2001.
"The CLS bank: a solution to the risks of international payments settlement?,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, vol. 54(1), pages 191-226, June.
- Charles M. Kahn & William Roberds, 2000. "The CLS Bank: a solution to the risks of international payments settlement?," Working Paper 2000-15, Federal Reserve Bank of Atlanta.
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