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Publication Year:
2018
Tags:
credit risk
Robert Petrunia
;
Marcel Voia
;
David Jacho-Chavez
;
Leonard Sabetti
Tail Risk in a Retail Payments System - replication data
In this paper, we study a credit risk (collateral) management scheme for the Canadian retail payment system designed to cover the exposure of a defaulting member. We estimate ex...
DOI:10.15456/jbnst.2018220.185001
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stata do
