L14 - Transactional Relationships; Contracts and Reputation; Networks - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:00:02+00:00What To Do about Bilateral Credit Limits in the LVTS When a Closure Is Anticipated: Risk versus Liquidity Sharing among LVTS Participants
https://www.bankofcanada.ca/2008/09/discussion-paper-2008-13/
The authors examine the effect of a trade-off between shared credit risk and liquidity efficiency, among participants in Tranche 2 of the Large Value Transfer System (LVTS T2), on their decisions to leave open, or close, their bilateral credit limits (BCLs) to a participant at risk of imminent closure.2008-09-25T14:22:00+00:00enWhat To Do about Bilateral Credit Limits in the LVTS When a Closure Is Anticipated: Risk versus Liquidity Sharing among LVTS Participants2008-09-25Financial institutionsFinancial servicesPayment clearing and settlement systemsDiscussion Paper 2008-13https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-13.pdfWhat To Do about Bilateral Credit Limits in the LVTS When a Closure Is Anticipated: Risk versus Liquidity Sharing among LVTS ParticipantsSean O'ConnorGreg CaldwellSeptember 2008GG2G21LL1L13L14