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Risk and concentration in payment and securities settlement systems

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References

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1988Testing for a Unit Root in Time Series Regression19,288 cited
1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
1987Time Series Regression with a Unit Root2,821 cited
2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
2003The intraday liquidity management game183 cited
1996Systemic risk in the netting system167 cited
2003Settlement Risk under Gross and Net Settlement79 cited
2008Liquidity-saving mechanisms75 cited
1995Daylight Overdraft Fees and the Federal Reserve's Payment System Risk Policy50 cited
2002The Evolution of the Federal Reserve's Intraday Credit Policies41 cited

Cited by

2015A search-based model of the interbank money market and monetary policy implementation72 cited
2009Banks’ intraday liquidity management during operational outages: Theory and evidence from the UK payment system31 cited
2008Intraday Liquidity Management: A Tale of Games Banks Play26 cited
2012Settlement Liquidity and Monetary Policy Implementation Lessons from the Financial Crisis

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25 cited

2012Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis23 cited

2010SHOULD THERE BE INTRADAY MONEY MARKETS?15 cited