Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Denbee, Edward & Garratt, Rodney & Zimmerman, Peter, 2014. "Variations in liquidity provision in real-time payment systems," Bank of England working papers 513, Bank of England.
- Evangelos Benos & Rodney J. Garratt & Peter Zimmerman, 2014. "The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 143-172, December.
- Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
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More about this item
KeywordsPayments; Intraday liquidity; Credit default swap; Operational outage; Insurance;
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-01 (All new papers)
- NEP-BAN-2012-07-01 (Banking)
- NEP-CBA-2012-07-01 (Central Banking)
- NEP-IAS-2012-07-01 (Insurance Economics)
- NEP-MAC-2012-07-01 (Macroeconomics)
- NEP-RMG-2012-07-01 (Risk Management)
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