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Risk-cost frontier and collateral valuation in securities settlement systems for extreme market events
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Title
Risk-cost frontier and collateral valuation in securities settlement systems for extreme market events
Creator
García,Alejandro, Gencay,Ramazan, Bank of Canada
Subject
Clearing of securities, Econometric models, Payment
Description
Publisher
Contributor
Date
2006
Type
Electronic(1)
Format
Identifier
502, govdocs:1505
Source
Publisher: Bank of Canada Place of publication: Ottawa
Language
Includes abstract in French.
Relation
Coverage
Rights
