Examining Full Collateral Coverage in Canada’s Large Value Transfer System
Download full text from publisher
References listed on IDEAS
- Perlin, Marcelo & Schanz, Jochen, 2011. "System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis," Bank of England working papers 427, Bank of England.
- Enghin Atalay & Antoine Martin & James J. McAndrews, 2008. "The welfare effects of a liquidity-saving mechanism," Staff Reports 331, Federal Reserve Bank of New York.
- Kim McPhail & Anastasia Vakos, 2003. "Excess Collateral in the LVTS: How Much is Too Much?," Staff Working Papers 03-36, 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.
More about this item
KeywordsFinancial Institutions; Payment clearing and settlement systems;
- E - Macroeconomics and Monetary Economics
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G - Financial Economics
- G2 - Financial Economics - - Financial Institutions and Services
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-10-25 (All new papers)
- NEP-BAN-2015-10-25 (Banking)
- NEP-MAC-2015-10-25 (Macroeconomics)
- NEP-MON-2015-10-25 (Monetary Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bca:bocawp:15-29. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://www.bank-banque-canada.ca/ .