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An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures

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Author Info
Giulia Iori () (Department of Economics, City University, London)
Christophe Deissenberg () (Universit´e de la M´editerran´ee and GREQAM, Chˆateau Lafarge, Route des Milles, 13290 Les Milles, France.)

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Abstract

This paper compares the so-called gross and net architectures for securities settlement. It studies the settlement risk arising from exogenous operational delays and compares the importance of settlement failures under the two architectures, as a function of the length of the settlement cycle and of different market conditions. Under both architectures, settlement failures are non-monotonically related to the length of settlement cycle. There is no evidence that continuous time settlement provides always higher stability. Gross systems appear to be more stable than net systems.

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File URL: http://www.city.ac.uk/economics/dps/discussion_papers/0803.pdf
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Publisher Info
Paper provided by Department of Economics, City University, London in its series City University Economics Discussion Papers with number 08/03.

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Length: 18 pages
Date of creation: Feb 2008
Date of revision:
Handle: RePEc:cty:dpaper:0803

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Web page: http://www.city.ac.uk/economics
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Related research
Keywords: Security clearing and settlement gross and net systems contagion

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References listed on IDEAS
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  1. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Research series 200507-2, National Bank of Belgium. [Downloadable!]
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This page was last updated on 2008-9-24.


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