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subject:"Theorie"
~isPartOf:"The journal of financial market infrastructures"
~subject:"Bank liquidity"
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Search: subject_exact:"Cash clearing"
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Theorie
Bank liquidity
Clearing
77
Financial clearing
77
Financial market regulation
35
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Credit risk
25
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25
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21
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Gurrola-Perez, Pedro
2
Heijmans, Ronald
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Alexandrova-Kabadjova, Biliana
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Andersen, Leif
1
Anderson, Edward
1
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The journal of financial market infrastructures
Staff working paper / Bank of Canada
9
Journal of banking & finance
6
Staff reports / Federal Reserve Bank of New York
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5
Journal of money, credit and banking : JMCB
4
NBER working paper series
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1
On the recovery tools of a central counterparty
Berndsen, Ron
- In:
The journal of financial market infrastructures
11
(
2023
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014484590
Saved in:
2
The trade-off between shorter settlement times and multilateral netting benefits in deferred net settlement
McLaughlin, Dennis
- In:
The journal of financial market infrastructures
11
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014484589
Saved in:
3
Payment coordination and liquidity efficiency in wholesale payments systems
Rivadeneyra, Francisco
;
Zhang, Yinan
- In:
The journal of financial market infrastructures
10
(
2022
)
3
,
pp. 31-68
Persistent link: https://www.econbiz.de/10014335792
Saved in:
4
Procyclicality of central counterparty margin models : systemic problems need systemic approaches
Gurrola-Perez, Pedro
- In:
The journal of financial market infrastructures
10
(
2021
)
1
,
pp. 23-55
Persistent link: https://www.econbiz.de/10014335781
Saved in:
5
How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? : a simulation approach for Canada's large-value payment system
Byck, Shaun
;
Heijmans, Ronald
- In:
The journal of financial market infrastructures
9
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013269943
Saved in:
6
Monitoring intraday liquidity risks in a real-time gross settlement system
Arjani, Neville
;
Li, Fuchun
;
Sabetti, Leonard
- In:
The journal of financial market infrastructures
9
(
2021
)
3
,
pp. 29-51
Persistent link: https://www.econbiz.de/10013269957
Saved in:
7
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation
Varma, Jayanth Rama
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2021
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013530785
Saved in:
8
Procyclicality and risk-based access : valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures
Bewaji, Oluwasegun
- In:
The journal of financial market infrastructures
7
(
2019
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10012020394
Saved in:
9
Funding and credit risk with locally elliptical portfolio processes : an application to central counterparties
Andersen, Leif
;
Dickinson, Andrew
- In:
The journal of financial market infrastructures
7
(
2019
)
4
,
pp. 27-70
Persistent link: https://www.econbiz.de/10012104989
Saved in:
10
Supervisory stress testing for central counterparties : a macroprudential, two-tier approach
Anderson, Edward
;
Cerezetti, Fernando
;
Manning, Mark
- In:
The journal of financial market infrastructures
8
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012373171
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