Payment clearing and settlement systems - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T18:13:28+00:00Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
https://www.bankofcanada.ca/2014/06/working-paper-2014-29/
A major policy challenge posed by derivatives clearinghouses is that their collateral requirements can rise sharply in times of stress, reducing market liquidity and further exacerbating downturns.2014-06-18T13:06:24+00:00enOptimal Margining and Margin Relief in Centrally Cleared Derivatives Markets2014-06-18Economic modelsPayment clearing and settlement systemsWorking Paper 2014-29https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-29.pdfOptimal Margining and Margin Relief in Centrally Cleared Derivatives MarketsRadoslav RaykovJune 2014GG1G19G2G21Improving Overnight Loan Identification in Payments Systems
https://www.bankofcanada.ca/2014/06/working-paper-2014-25/
Information on the allocation and pricing of over-the-counter (OTC) markets is scarce. Furfine (1999) pioneered an algorithm that provides transaction-level data on the OTC interbank lending market.2014-06-18T11:43:53+00:00enImproving Overnight Loan Identification in Payments Systems2014-06-18Econometric and statistical methodsFinancial marketsInterest ratesPayment clearing and settlement systemsWorking Paper 2014-25https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-25.pdfImproving Overnight Loan Identification in Payments SystemsMark RempelJune 2014CC3C38C5C53EE4E42E44GG1G10