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Analysis of systemic risk in multilateral net settlement systems
12 references·1 citing·37 second hop
Analysis of systemic risk in multilateral net settlement systems (2000)Analysis of systemic risk in multilateral…Payment System Settlement and Bank Incentives (1998)Payment System Settlement and…Settlement risk in foreign exchange transactions (1997)Settlement risk in foreign ex…The Reform of Wholesale Payment Systems and its Impact on Financial Markets (1996)The Reform of Wholesale Payme…Systemic risk in the netting system (1996)Systemic risk in the netting …Intraday Management of Bank Reserves: The Effects of Caps and Fees on Daylight Overdrafts (1996)Intraday Management of Bank R…Financial Crises, Payment System Problems, and Discount Window Lending (1996)Financial Crises, Payment Sys…Controlling Risk in Payment Systems (1996)Controlling Risk in Payment S…The identification of monetary policy disturbances explaining the liquidity puzzle (1995)The identification of monetar…Daylight Overdraft Fees and the Federal Reserve's Payment System Risk Policy (1995)Daylight Overdraft Fees and t…A Comparison of Alternative Interbank Settlement Systems (1995)A Comparison of Alternative I…Preference shocks, liquidity, and central bank policy (1987)Preference shocks, liquidity,…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Banking Crises and Contagion: Empirical Evidence (2021)Banking Crises and Contagion:…An analysis of competitive externalities in gross settlement systems (1998)Risk Assessment for Banking Systems (2004)Systemic risk on different interbank network topologies (2012)Finance and Economics Discussion Series (2022)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)Interpreting the macroeconomic time series facts (1992)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)Brownian Motion and Stochastic Flow Systems. (1987)Interbank Lending and Systemic Risk (1996)What Makes Banks Special? A Study of Banking, Finance, and Economic Development (2000)Real-time gross settlement and the costs of immediacy (2001)Settlement Risk under Gross and Net Settlement (2003)Analyzing Alternative Intraday Credit Policies in Real-Time Gross Settlement Systems (1998)Risk and concentration in payment and securities settlement systems (2008)Settlement delays in the money market (2009)Review Essay: The Bank for International Settlements: An Assessment of its Role in International Monetary and Financial Policy Coordination (2001)OTC-Cleared Derivatives: Benefits, Costs, and Implications of the 'Dodd-Frank Wall Street Reform and Consumer Protection Act' (2015)The Economics of Bank Regulation (1998)Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis (2011)FAST CAPITALISM: (2006)Guerrilla Capitalism and Ghettocentric Cosmopolitanism on the French Urban Periphery (2006)Interbank Contagion at Work: Evidence from a Natural Experiment (2010)A model of liquidity hoarding and term premia in inter-bank markets (2011)Finding the core: Network structure in interbank markets (2014)Payment transactions, instruments, and systems: A survey (1997)Balancing the banks: global lessons from the financial crisis (2010)What Is Systemic Risk? (2013)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1987Preference shocks, liquidity, and central bank policy531 cited
  • 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
  • 1996Financial Crises, Payment System Problems, and Discount Window Lending250 cited
  • 1996Systemic risk in the netting system167 cited
  • 1996Controlling Risk in Payment Systems121 cited
  • 1998Payment System Settlement and Bank Incentives83 cited
  • 1995Daylight Overdraft Fees and the Federal Reserve's Payment System Risk Policy50 cited
  • 1996The Reform of Wholesale Payment Systems and its Impact on Financial Markets32 cited
  • 1997Settlement risk in foreign exchange transactions31 cited
  • 1995A Comparison of Alternative Interbank Settlement Systems27 cited
  • 1996Intraday Management of Bank Reserves: The Effects of Caps and Fees on Daylight Overdrafts26 cited

Cited by

  • 2021Banking Crises and Contagion: Empirical Evidence24 cited

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