Yinan Nellie Zhang
|First Name:||Yinan Nellie|
|[This author has chosen not to make the email address public]|
|234 Laurier Ave. West, 7th floor Ottawa, Ontario K1A 0G9|
Bank of CanadaOttawa, Canada
: (613) 782-8111
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)
Research outputJump to: Working papers Articles
- Nellie Zhang, 2012. "Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System," Staff Working Papers 12-15, Bank of Canada.
- Nellie Zhang & Tom Hossfeld, 2010. "Losses from Simulated Defaults in Canada's Large Value Transfer System," Discussion Papers 10-14, Bank of Canada.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Nellie Zhang, 2012.
"Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System,"
Staff Working Papers
12-15, Bank of Canada.
- Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
- Morten L Bech & Cyril Monnet, 2013. "The Impact of Unconventional Monetary Policy on the Overnight Interbank Market," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
- Nellie Zhang & Tom Hossfeld, 2010.
"Losses from Simulated Defaults in Canada's Large Value Transfer System,"
10-14, Bank of Canada.
- Lana Embree & Varya Taylor, 2015. "Examining Full Collateral Coverage in Canada’s Large Value Transfer System," Staff Working Papers 15-29, Bank of Canada.
- James Chapman & Lana Embree & Tom Roberts & Nellie Zhang, 2011.
"Payment Networks: A Review of Recent Research,"
Bank of Canada Review,
Bank of Canada, vol. 2010(Winter), pages 21-27.
- Ron Berndsen & Ronald Heijmans, 2017. "Risk indicators for financial market infrastructure: from high frequency transaction data to a traffic light signal," DNB Working Papers 557, Netherlands Central Bank, Research Department.
- Li, Fuchun & Perez-Saiz, Hector, 2018. "Measuring systemic risk across financial market infrastructures," Journal of Financial Stability, Elsevier, vol. 34(C), pages 1-11.
- Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
- Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.
More informationResearch fields, statistics, top rankings, if available.
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