Risk-cost frontier and collateral valuation in securities settlement systems for extreme market events

• 41 Pages
• 2006
• 2.22 MB
• 4452 Downloads
• English

by Alejandro GarcГ­a
Bank of Canada , Ottawa
Clearing of securities -- Econometric models., Payment -- Econometric mo

Statement	by Alejandro García and Ramazan Gençay.
Series	Bank of Canada working paper -- 2006-17, Working paper (Bank of Canada) -- 2006-17.
Contributions	Gencay, Ramazan., Bank of Canada.
The Physical Object
Pagination	v, 41 p. :
ID Numbers
Open Library	OL22228612M