Interbank netting agreement and the distribution of bank default risk
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References listed on IDEAS
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Citations
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Cited by:
- Hans Degryse & Grégory Nguyen, 2004.
"Interbank exposures: an empirical examination of systemic risk in the Belgian banking system,"
Working Paper Research
43, National Bank of Belgium.
- Degryse, H.A. & Nguyen, G., 2004. "Interbank Exposures : An Empirical Examination of Systemic Risk in the Belgian Banking System," Other publications TiSEM 24d7f8a9-0f7c-411a-843c-c, Tilburg University, School of Economics and Management.
- Degryse, H.A. & Nguyen, G., 2004. "Interbank Exposures : An Empirical Examination of Systemic Risk in the Belgian Banking System," Discussion Paper 2004-4, Tilburg University, Center for Economic Research.
- James J. McAndrews, 1997. "Banking and payment system stability in an electronic money world," Working Papers 97-9, Federal Reserve Bank of Philadelphia.
- Grégory Nguyen, 2003. "The Belgian Interbank Market: Interbank Linkages and Systemic Risk," Financial Stability Review, National Bank of Belgium, vol. 1(1), pages 105-123, June.
- William J. Bergman & Robert R. Bliss & Christian A. Johnson & George G. Kaufman, 2004. "Netting, financial contracts, and banks: the economic implications," Working Paper Series WP-04-02, Federal Reserve Bank of Chicago.
- McAndrews, James & Roberds, William, 1999.
"A General Equilibrium Analysis of Check Float,"
Journal of Financial Intermediation, Elsevier, vol. 8(4), pages 353-377, October.
- James J. McAndrews & William Roberds, 1997. "A general equilibrium analysis of check float," FRB Atlanta Working Paper 97-4, Federal Reserve Bank of Atlanta.
- James J. McAndrews & William Roberds, 1999. "A general equilibrium analysis of check float," Staff Reports 84, Federal Reserve Bank of New York.
- Kahn, Charles M & McAndrews, James & Roberds, William, 2003.
"Settlement Risk under Gross and Net Settlement,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(4), pages 591-608, August.
- Charles M. Kahn & James J. McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," Staff Reports 86, Federal Reserve Bank of New York.
- Charles M. Kahn & James J. McAndrews & William Roberds, 1999. "Settlement risk under gross and net settlement," FRB Atlanta Working Paper 99-10, Federal Reserve Bank of Atlanta.
- Edoardo Gaffeo & Lucio Gobbi & Massimo Molinari, 2019. "The economics of netting in financial networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 595-622, September.
- Bliss, Robert R. & Kaufman, George G., 2006. "Derivatives and systemic risk: Netting, collateral, and closeout," Journal of Financial Stability, Elsevier, vol. 2(1), pages 55-70, April.
- JAMES J. McANDREWS, 1999. "E‐Money And Payment System Risks," Contemporary Economic Policy, Western Economic Association International, vol. 17(3), pages 348-357, July.
- Robert R. Bliss & George G. Kaufman, 2005. "Derivatives and systemic risk: netting, collateral, and closeout," Working Paper Series WP-05-03, Federal Reserve Bank of Chicago.
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