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Determination of collateral deposits by bilateral parties and clearinghouses

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Author Info

  • Herbert L. Baer
  • Virginia Grace France
  • James T. Moser

Abstract

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Bibliographic Info

Paper provided by Federal Reserve Bank of Chicago in its series Proceedings with number 473.

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Length: 525-546
Date of creation: 1995
Date of revision:
Publication status: Published in Conference on Bank Structure and Competition (1995 : 31st)
Handle: RePEc:fip:fedhpr:473

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Related research

Keywords: Clearinghouses (Banking) ; Futures ; Margins (Security trading);

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Cited by:
  1. 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.
  2. Charles M. Kahn & James McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Staff Reports 86, Federal Reserve Bank of New York.

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