System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis
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Cited by:
- Constanza Martínez & Freddy Cepeda, 2015.
"Reaction Functions of the Participants in Colombia’s Large-value Payment System,"
Borradores de Economia
875, Banco de la Republica de Colombia.
- Constanza Mart�nez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia�s Large-value Payment System," Borradores de Economia 12651, Banco de la Republica.
- Lana Embree & Varya Taylor, 2015. "Examining Full Collateral Coverage in Canada’s Large Value Transfer System," Staff Working Papers 15-29, Bank of Canada.
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More about this item
Keywords
Payment systems; banks; network models; contagion; systemic risk; liquidity risk;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2011-06-11 (Banking)
- NEP-CBA-2011-06-11 (Central Banking)
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