Liquidity risk in securities settlement
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- Devriese, Johan & Mitchell, Janet, 2006. "Liquidity risk in securities settlement," Journal of Banking & Finance, Elsevier, vol. 30(6), pages 1807-1834, June.
- Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Working Paper Research 72, National Bank of Belgium.
- Devriese, Johan & Mitchell, Janet, 2005. "Liquidity Risk in Securities Settlement," CEPR Discussion Papers 5123, C.E.P.R. Discussion Papers.
References listed on IDEAS
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Citations
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Cited by:
- Galbiati, Marco & Soramäki, Kimmo, 2011.
"An agent-based model of payment systems,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 859-875, June.
- Galbiati, Marco & Soramaki, Kimmo, 2008. "An agent-based model of payment systems," Bank of England working papers 352, Bank of England.
- Iori, G. & Deissenberg, C., 2008. "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture," Working Papers 08/03, Department of Economics, City University London.
- Michele Manna & Carmela Iazzetta, 2009. "The topology of the interbank market: developments in Italy since 1990," Temi di discussione (Economic working papers) 711, Bank of Italy, Economic Research and International Relations Area.
- Morten L. Bech & Rodney J. Garratt, 2012.
"Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 903-929, August.
- Morten L. Bech & Rodney J. Garratt, 2012. "Illiquidity in the Interbank Payment System Following Wide-Scale Disruptions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 903-929, August.
- Morten L. Bech & Rod Garratt, 2006. "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports 239, Federal Reserve Bank of New York.
- Serge Jeanneau & Camilo E Tovar, 2008. "Financial stability implications of local currency bond markets: an overview of the risks," BIS Papers chapters, in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 65-87, Bank for International Settlements.
- Milne, Alistair, 2007. "The industrial organization of post-trade clearing and settlement," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 2945-2961, October.
- Gurrola-Perez, Pedro & He, Jieshuang & Harper, Gary, 2019. "Securities settlement fails network and buy‑in strategies," Bank of England working papers 821, Bank of England.
- Merrouche, Ouarda & Schanz, Jochen, 2010.
"Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system,"
Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
- Merrouche, Ouarda & Schanz, Jochen, 2009. "Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system," Bank of England working papers 370, Bank of England.
- Panourgias, Nikiforos S., 2015. "Capital markets integration: A sociotechnical study of the development of a cross-border securities settlement system," Technological Forecasting and Social Change, Elsevier, vol. 99(C), pages 317-338.
- John P Jackson & Mark J Manning, 2007. "Comparing the pre-settlement risk implications of alternative clearing arrangements," Bank of England working papers 321, Bank of England.
- Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
- Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
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JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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