Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Tags:
credit risk
Formats:
PDF
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
PDF
stata do
