Joint Determination of Counterparty and Liquidity Risk in Payment Systems

Published:

Recommended citation: Cruz Lopez, J., Kahn, C. & Rodriguez Rondon, G. (2021). "Joint Determination of Counterparty and Liquidity Risk in Payment Systems." Bank of Canada Working Paper . https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=AFA2022&paper_id=1752

Awards: Best Paper on Risk Management - 2019 Northern Finance Association (NFA) Conference. Alternate title of paper: Netting Relationships and Credit Exposures in Payment Systems.