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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. 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.
    3. 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.
    4. 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.
    5. Douglas D. Evanoff, 1988. "Daylight overdrafts: rationale and risks," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 12(May), pages 18-29.
    6. Sawaichiro Kamata, 1990. "Managing risk in Japanese interbank payment systems," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 18-32.
    7. 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.
    8. 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.
    9. 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.).
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