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Systemic risk in the netting system

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  • Angelini, P.
  • Maresca, G.
  • Russo, D.

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  • Angelini, P. & Maresca, G. & Russo, D., 1996. "Systemic risk in the netting system," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 853-868, June.
    • Handle: RePEc:eee:jbfina:v:20:y:1996:i:5:p:853-868
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    References listed on IDEAS

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    1. Lubis, Abubakar & Udin, Zanggischan, 1992. "Three and a half years field test of fluorescent lamp as a load for PV rural electrification system," Renewable Energy, Elsevier, vol. 2(3), pages 343-345.
    2. Douglas D. Evanoff, 1988. "Daylight overdrafts: rationale and risks," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 12(May), pages 18-29.
    3. Sawaichiro Kamata, 1990. "Managing risk in Japanese interbank payment systems," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 18-32.
    4. Van Hoose, David D., 1991. "Bank behavior, interest rate determination, and monetary policy in a financial system with an intraday federal funds market," Journal of Banking & Finance, Elsevier, vol. 15(2), pages 343-365, April.
    5. Angelini, P. & Russo, D., 1993. "A Assessment of Systemic Risk in Italian Clearing System," Papers 207, Banca Italia - Servizio di Studi.
    6. anonymous, 1990. "The Federal Reserve in the payments system," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue May, pages 293-298.
    7. Matthew D. Gelfand & David E. Lindsey, 1989. "The simple microanalytics of payments system risk," Finance and Economics Discussion Series 61, Board of Governors of the Federal Reserve System (U.S.).
    8. Canzoneri,Matthew B. & Grilli,Vittorio & Masson,Paul R. (ed.), 1992. "Establishing a Central Bank," Cambridge Books, Cambridge University Press, number 9780521420983.
    9. David Folkerts-Landau & Peter M. Garber, 1992. "The European Central Bank: A Bank or a Monetary Policy Rule," NBER Working Papers 4016, National Bureau of Economic Research, Inc.
    10. repec:aei:rpbook:52819 is not listed on IDEAS
    11. Gordon H. Sellon & David D. VanHoose, 1989. "Daylight overdrafts, payments system risk, and public policy," Economic Review, Federal Reserve Bank of Kansas City, vol. 74(Sep), pages 9-29.
    12. Giannini,C. & Monticelli,C., 1995. "Which Target for Monetary Policy in Stage Three? Issues in the Shaping of the European Payment System," Papers 257, Banca Italia - Servizio di Studi.
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