A Calibrated Model of Intraday Settlement
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- Héctor Pérez Saiz & Gabriel Xerri, 2016. "Credit Risk and Collateral Demand in a Retail Payment System," Discussion Papers 16-16, Bank of Canada.
- Michael Tompkins & Ariel Olivares, 2016. "Clearing and Settlement Systems from Around the World: A Qualitative Analysis," Discussion Papers 16-14, Bank of Canada.
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Cited by:
- Nellie Zhang, 2023. "Simulating Intraday Transactions in the Canadian Retail Batch System," Staff Working Papers 23-1, Bank of Canada.
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More about this item
Keywords
Econometric and statistical methods; Financial stability; Payment clearing and settlement systems;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-02-12 (Banking)
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