Kirby Millar - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T21:41:54+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 2008GG2G21LL1L13L14The Effects of a Disruption in CDSX Settlement on Activity in the LVTS: A Simulation Study
https://www.bankofcanada.ca/2008/05/discussion-paper-2008-7/
The Large Value Transfer System (LVTS) for settling large payments, and CDSX for settling debt and equity trades, are two of the main settlement systems in Canada. They are closely linked; for example, at the end of the day the final CDSX payment obligations must settle on the Bank of Canada's books, with payments made […]2008-05-21T14:26:54+00:00enThe Effects of a Disruption in CDSX Settlement on Activity in the LVTS: A Simulation Study2008-05-21Financial stabilityPayment clearing and settlement systemsDiscussion Paper 2008-7https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp08-7.pdfThe Effects of a Disruption in CDSX Settlement on Activity in the LVTS: A Simulation StudyLana EmbreeKirby MillarMay 2008EE5E58GG2G21