James Chapman - Bank Publications - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T04:42:03+00:00Efficiency and Bargaining Power in the Interbank Loan Market
https://www.bankofcanada.ca/2012/09/working-paper-2012-29/
Using detailed loan transactions-level data we examine the efficiency of an overnight interbank lending market, and the bargaining power of its participants. Our analysis relies on the equilibrium concept of the core, which imposes a set of no-arbitrage conditions on trades in the market.2012-09-27T12:29:49+00:00enEfficiency and Bargaining Power in the Interbank Loan Market2012-09-27Financial institutionsPayment clearing and settlement systemsWorking Paper 2012-29https://www.bankofcanada.ca/wp-content/uploads/2012/09/wp2012-29.pdfEfficiency and Bargaining Power in the Interbank Loan MarketJason AllenJames ChapmanFederico EcheniqueMatthew ShumSeptember 2012CC7C71EE5E58GG2G21G28The Provision of Central Bank Liquidity under Asymmetric Information
https://www.bankofcanada.ca/wp-content/uploads/2012/01/fsr-1207-chapman.pdf
2012-01-25T10:55:39+00:00enThe Provision of Central Bank Liquidity under Asymmetric Information2012-01-25