Search Results - subject:"Multilateral netting"

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

Compressing over-the-counter markets

D'Errico, Marco; Roukny, Tarik - 2020

Persistent link: https://www.econbiz.de/10013485989

Compressing over-the-counter markets

D'Errico, Marco; Roukny, Tarik - In: Operations research 69 (2021) 6, pp. 1660-1679

Persistent link: https://www.econbiz.de/10012815666

Counterparty credit risk in a clearing network

Felbert, Alexander von - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-21

Persistent link: https://www.econbiz.de/10012496786

The Introduction of Same-day Settlement of Direct Entry Obligations in Australia

Gatty, Adriarne; Fraser, Sascha - In: RBA Bulletin (2014) June, pp. 55-64

In November 2013, the Reserve Bank introduced changes to its Reserve Bank Information and Transfer System (RITS) to allow the same-day settlement of non-government direct entry obligations. This outcome met one of the objectives set by the Payments System Board in its June 2012 Strategic Review...

Persistent link: https://www.econbiz.de/10011129954

To fully net or not to net : adverse effects of partial multilateral netting

Amini, Hamed; Filipović, Damir; Minca, Andreea - In: Operations research 64 (2016) 5, pp. 1135-1142

Persistent link: https://www.econbiz.de/10011594667

Interoperability between central counterparties

Mägerle, Jürg; Nellen, Thomas - In: The journal of financial market infrastructures 4 (2015) 2, pp. 49-71

Persistent link: https://www.econbiz.de/10011451324

To fully net or not to net : adverse effects of partial multilateral netting

Amini, Hamed; Filipović, Damir; Minca, Andreea - 2015 - This version: June 25, 2015

We show that partial versus full multilateral netting of interbank liabilities increases bank shortfall, and reduces … clearing asset price and aggregate bank surplus. We also show that partial multilateral netting can be worse than no netting at …

Persistent link: https://www.econbiz.de/10011293609

International Cash Management in the 21st century: Theory and Practice

Menyah, Kojo - In: Managerial Finance 31 (2005) 10, pp. 3-17

This paper outlines the theoretical models of international cash management and assesses their implications for corporate practice. Corporate practice is then reviewed through the analysis of survey research and case studies. It emerges that whilst the implications of theoretical models are...

Persistent link: https://www.econbiz.de/10014939825