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Estimating Settlement Risk and the Potential for Contagion in Canadas Automated Clearing Settlement System. (2002). Northcott, Carol Ann.
In: Staff Working Papers.
RePEc:bca:bocawp:02-41.

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  1. Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data. (2021). Welte, Angelika ; Dahlhaus, Tatjana.
    In: Staff Working Papers.
    RePEc:bca:bocawp:21-43.

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  2. Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Han, Liyan ; Ding, Ding.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445.

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  3. Bank characteristics and the interbank money market: a distributional approach. (2015). Olmo, Jose ; Iori, Giulia ; Jose, Olmo ; Burcu, Kapar ; Giulia, Iori .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:19:y:2015:i:3:p:249-283:n:6.

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  4. Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment. (2014). Taylor, Varya ; Labelle, Nicolas .
    In: Discussion Papers.
    RePEc:bca:bocadp:14-4.

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  5. Dynamic market selection in EU business services. (2012). Duineveld, Sijmen ; Bijlsma, Michiel ; Klomp, Jeroen.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:210.rdf.

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  6. Simulation methods to assess the danger of contagion in interbank markets. (2011). Upper, Christian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:3:p:111-125.

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  7. Using synthetic data to evaluate the impact of RTGS on systemic risk in the Australian payments system. (2010). Docherty, Peter ; Wang, Gehong .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:2:p:103-117.

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  8. Systemic risk in the financial sector; a review and synthesis. (2010). Duineveld, Sijmen ; Bijlsma, Michiel ; Klomp, Jeroen.
    In: CPB Document.
    RePEc:cpb:docmnt:210.rdf.

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  9. A Revided Exposition of the Methodology for Testing Payments Systems Risk. (2009). Docherty, Peter ; Wang, Gehong .
    In: Working Paper Series.
    RePEc:uts:wpaper:159.

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  10. The credit crisis and the Dutch economy... in eight frequently asked questions. (2008). Duineveld, Sijmen ; Bijlsma, Michiel ; Klomp, Jeroen.
    In: CPB Memorandum.
    RePEc:cpb:memodm:210.rdf.

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  11. Reforming Payments and Securities Settlement Systems in Latin America and the Caribbean. (2007). Cirasino, Massimo ; Guadamillas, Mario ; Garcia, Jose Antonio ; Montes-Negret, Fernando .
    In: World Bank Publications - Books.
    RePEc:wbk:wbpubs:6630.

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  12. Contagion and the composition of Canadian banks foreign asset portfolios: do financial crises matter?. (2007). Santor, Eric.
    In: CGFS Papers chapters.
    RePEc:bis:biscgc:29-04.

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  13. Modelling Payments Systems: A Review of the Literature. (2007). Lai, Alexandra ; Chiu, Jonathan.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-28.

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  14. Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System. (2006). Docherty, Peter ; Wang, G.
    In: Working Paper Series.
    RePEc:uts:wpaper:149.

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  15. Liquidity risk in securities settlement. (2006). Devriese, Johan ; Mitchell, Janet.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:6:p:1807-1834.

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References

References cited by this document

  1. Allen, F. and D. Gale. 2000. Financial Contagion. Journal of Political Economy 108(1): 133.

  2. Angelini, P., G. Maresca, and D. Russo. 1996. Systemic Risk in the Netting System. Journal of Banking and Finance 20: 85398.

  3. Bank for International Settlements. 1989. Report on Netting Schemes. Group of Experts on Payment Systems of the Central Banks of the Group of Ten Countries. Basle.
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  4. Dellas, H., B. Diba, and P. Garber. 1996. Resolving Failed Banks: The U.S. S&L Experience. Discussion Paper Series, Institute For Monetary and Economic Studies, Bank of Japan.
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  6. Freixas, X., B.M. Parigi, and J.-C. Rochet. 2000. Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank. Journal of Money, Credit, and Banking 32(3): 61138.

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  8. Humphrey, D.B. 1986. Payments Finality and Risk of Settlement Failure. In Technology, and the Regulation of Financial Markets: Securities, Futures, and Banking, edited by A. Saun- ders and L. White. Lexington, MA: Lexington Books, 97120.
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  9. James, C. 1991. The Losses Realized in Bank Failures. The Journal of Finance XLVI(4).

  10. Kaufman, G.G. 1994. Bank Contagion: A Review of the Theory and Evidence. Journal of Financial Services Research 12350.
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  11. Kuussaari, H. 1996. Systemic Risk in the Finnish Payment System: An Empirical Investigation. Bank of Finland Discussion Paper No. 3.

  12. Schoenmaker, D. 1996. Contagion Risk in Banking. LSE Financial Markets Group, Discussion Paper No. 239.
    Paper not yet in RePEc: Add citation now

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