Risk-cost frontier and collateral valuation in securities settlement systems for extreme market events
By: by Alejandro García and Ramazan Gençay.
Contributors: Gencay, Ramazan.; Bank of Canada.
Series: Bank of Canada working paper -- 2006-17; Working paper (Bank of Canada) -- 2006-17.
Publisher: Bank of Canada
Published: 2006
Place of publication: Ottawa
Language: eng
Number of pages: 41
Subjects: Clearing of securities -- Econometric models.; Payment -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibliographical references.

Available also on the Internet.

Includes abstract in French.