Staff research, Staff discussion papers, Other, Research newsletters, , Technical reports, Staff working papers, Financial stability, Financial system regulation and policies
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Measuring Systemic Risk Across Financial Market Infrastructures
We measure systemic risk in the network of financial market infrastructures (FMIs) as the probability that two or more FMIs have a large credit risk exposure to the same FMI participant. -
Canadian Repo Market Ecology
This is the first of the Financial Markets Department’s descriptions of Canadian financial industrial organization. The document discusses the organization of the repurchase-agreement (repo) market in Canada.