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

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by
Bank of Canada , Ottawa
Clearing of securities -- Econometric models., Payment -- Econometric mo
Statementby Alejandro García and Ramazan Gençay.
SeriesBank of Canada working paper -- 2006-17, Working paper (Bank of Canada) -- 2006-17.
ContributionsGencay, Ramazan., Bank of Canada.
The Physical Object
Paginationv, 41 p. :
ID Numbers
Open LibraryOL22228612M

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