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Bank of Canada RSS Feedsen2024-03-29T14:00:57+00:00Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry
https://www.bankofcanada.ca/2008/07/discussion-paper-2008-11/
The authors consider the liquidity efficiency of Tranche 2 of the Large Value Transfer System (LVTS T2) by examining, through an empirical analysis, some plausible strategic reactions of individual participants to a systemwide shock to available liquidity in the system.2008-07-25T13:58:03+00:00enLiquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry2008-07-25Financial institutionsFinancial servicesPayment clearing and settlement systemsDiscussion Paper 2008-11https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-11.pdfLiquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network AsymmetrySean O'ConnorJames ChapmanKirby MillarJuly 2008GG2G21LL1L13L14