Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
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- Morten L. Bech & James T. E. Chapman & Rod Garratt, 2008. "Which bank is the "central" bank? an application of Markov theory to the Canadian Large Value Transfer System," Staff Reports 356, Federal Reserve Bank of New York.
References listed on IDEAS
- Morten L. Bech & Rodney J. Garratt, 2012.
"Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions,"
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- Leo Katz, 1953. "A new status index derived from sociometric analysis," Psychometrika, Springer;The Psychometric Society, vol. 18(1), pages 39-43, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jorge A Chan-Lau, 2010. "Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems," IMF Working Papers 10/107, International Monetary Fund.
- Sean O'Connor & James Chapman & Kirby Millar, 2008. "Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry," Discussion Papers 08-11, Bank of Canada.
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- Julien Barré & Alain Raybaut & Dominique Torre, 2012. "Banks connectivity, credit risk transfer and stability of the banking system," Post-Print hal-00640936, HAL.
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More about this item
KeywordsPayment; clearing; and settlement systems;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-11-11 (All new papers)
- NEP-BAN-2008-11-11 (Banking)
- NEP-CBA-2008-11-11 (Central Banking)
- NEP-MAC-2008-11-11 (Macroeconomics)
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