Credit Risk and Collateral Demand in a Retail Payment System
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Cited by:
- Héctor Pérez Saiz & Siddharth Untawala & Gabriel Xerri, 2018. "A Calibrated Model of Intraday Settlement," Discussion Papers 18-3, Bank of Canada.
- Héctor Pérez Saiz & Blair Williams & Gabriel Xerri, 2018. "Tail Risk in a Retail Payment System: An Extreme-Value Approach," Discussion Papers 18-2, Bank of Canada.
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More about this item
Keywords
Econometric and statistical methods; Financial stability; Payment clearing and settlement systems;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2016-08-07 (Banking)
- NEP-CMP-2016-08-07 (Computational Economics)
- NEP-CSE-2016-08-07 (Economics of Strategic Management)
- NEP-PAY-2016-08-07 (Payment Systems & Financial Technology)
- NEP-RMG-2016-08-07 (Risk Management)
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