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: Includes bibliographical references (p. 39-41).

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