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Liquidity risk in securities settlement. (2005). Devriese, Johan ; Mitchell, Janet.
In: Working Paper Research.
RePEc:nbb:reswpp:200507-2.

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  1. Securities settlement fails network and buy‑in strategies. (2019). Gurrola Perez, Pedro ; Gurrola-Perez, Pedro ; He, Jieshuang ; Harper, Gary.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0821.

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  2. An agent-based model of payment systems. (2011). Soramäki, Kimmo ; Galbiati, Marco ; Soramaki, Kimmo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:6:p:859-875.

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  3. The topology of the interbank market: developments in Italy since 1990. (2009). Manna, Michele ; Iazzetta, Carmela .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_711_09.

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  4. An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture. (2008). Iori, Giulia ; Deissenberg, Christophe.
    In: Working Papers.
    RePEc:cty:dpaper:08/03.

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  5. Comparing the pre-settlement risk implications of alternative clearing arrangements. (2007). Manning, Mark J ; Jackson, John P.
    In: Bank of England working papers.
    RePEc:boe:boeewp:321.

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  6. Fiscal sustainability indicators and policy design in the face of ageing. (2006). Langenus, Geert.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200610-1.

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References

References cited by this document

  1. Allen F. and Gale D., 2000, Financial contagion, Journal of political economy, vol 108, no 1, 1-33 Angelini P., Maresca G., Russo D., 1996, Systemic risk in the netting system, journal of banking and finance, 20, 853-868 Angilini P., 1998, An analysis of competitive externalities in gross settlement systems, Journal of banking and finance, 22, 1-18 BIS, 1992, Delivery versus payment in security settlement systems, CPSS BIS, 2001, Assessment methodology for recommendations for Securities Settlement Systems, Report of the CPSS-IOSCO Joint Task Force on Securities Settlement Systems, CPSS publication no. 46.

  2. Cifuentes R., Ferruci G. and Shin H., 2004, Liquidity risk and contagion, forthcoming in Journal of the European economic association De Bandt O. and Hartmann P., 2000, Systemic risk: a survey, CEPR discussion paper 2634 Degryse H. and Nguyen G., 2004, Interbank exposures: An empirical examination of systemic risk in the Belgian banking system, National bank of Belgium working paper, no 43 Diamond D. and Dybvig P., 1983, Bank runs deposit insurance and liquidity, Journal of political economy, 91, 401-419 Diamond D. and Rajan R. 2003, Liquidity shortage and banking crises, NBER Working Paper No. w10071 Flemming M. and Garbade K., 2002, When the back office moved to the front burner: Settlement fails in the treasury market after 9/11, FRBNY policy review, November Furfine, Craig H., 2003, Interbank Exposures: Quantifying the Risk of Contagion. Journal of Money, Credit and Banking 35, February, 111-28.

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