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When the Back Office Moved to the Front Burner: Settlement Fails in the Treasury Market after 9/11

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2005

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Explaining Settlement Fails

32 cited

2005Liquidity risk in securities settlement28 cited

2010The Introduction of the TMPG Fails Charge for U.S. Treasury Securities26 cited

2004Repurchase Agreements with Negative Interest Rates23 cited

2007Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models23 cited

2012Payment System Disruptions and the Federal Reserve following September 11, 200122 cited

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