| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of Tiered Settlement Networks |
0 |
0 |
1 |
121 |
5 |
11 |
12 |
384 |
| Asset Encumbrance, Bank Funding and Financial Fragility |
0 |
0 |
1 |
53 |
0 |
2 |
4 |
100 |
| Asset Encumbrance, Bank Funding, and Financial Fragility |
0 |
0 |
0 |
22 |
5 |
9 |
11 |
74 |
| Asset encumbrance, bank funding and financial fragility |
0 |
0 |
0 |
27 |
2 |
6 |
10 |
107 |
| Asset encumbrance, bank funding and fragility |
0 |
0 |
0 |
35 |
0 |
4 |
5 |
142 |
| Asset encumbrance, bank funding and fragility |
0 |
0 |
0 |
1 |
2 |
5 |
8 |
11 |
| Central Bank Digital Currencies and Banking: Literature Review and New Questions |
1 |
3 |
11 |
70 |
5 |
18 |
49 |
135 |
| Central Bank Haircut Policy |
0 |
0 |
0 |
151 |
5 |
9 |
10 |
563 |
| Covered bonds, core markets, and financial stability |
0 |
0 |
0 |
72 |
3 |
6 |
9 |
149 |
| Cross-Country Evidence on Transmission of Liquidity Risk through Global Banks |
0 |
0 |
0 |
5 |
1 |
2 |
5 |
23 |
| Crypto ‘Money’: Perspective of a Couple of Canadian Central Bankers |
0 |
0 |
0 |
78 |
3 |
6 |
8 |
202 |
| Efficiency and Bargaining Power in the Interbank Loan Market |
0 |
1 |
1 |
53 |
4 |
9 |
23 |
218 |
| Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data |
0 |
0 |
0 |
26 |
1 |
2 |
3 |
117 |
| Intraday liquidity around the world |
3 |
6 |
10 |
65 |
10 |
29 |
53 |
176 |
| Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry |
0 |
0 |
0 |
27 |
4 |
5 |
5 |
152 |
| Macroeconomic Predictions Using Payments Data and Machine Learning |
0 |
0 |
0 |
45 |
8 |
14 |
23 |
72 |
| Macroeconomic Predictions using Payments Data and Machine Learning |
0 |
0 |
0 |
34 |
4 |
7 |
14 |
44 |
| Policy Coordination in an International Payment System |
0 |
0 |
0 |
99 |
1 |
2 |
5 |
417 |
| Public Policy Objectives and the Next Generation of CPA Systems: An Analytical Framework |
0 |
0 |
0 |
16 |
6 |
8 |
11 |
50 |
| Rediscounting Under Aggregate Risk with Moral Hazard |
0 |
0 |
0 |
25 |
3 |
6 |
9 |
210 |
| Rediscounting under aggregate risk with moral hazard |
0 |
0 |
0 |
57 |
5 |
9 |
12 |
287 |
| Safe, or not safe? Covered bonds and Bank Fragility |
0 |
0 |
0 |
26 |
13 |
18 |
20 |
121 |
| Shock Transmission Through International Banks: Canada |
0 |
0 |
0 |
25 |
6 |
9 |
11 |
73 |
| Should Bank Capital Regulation Be Risk Sensitive? |
0 |
0 |
0 |
36 |
4 |
10 |
12 |
77 |
| Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19 |
0 |
0 |
1 |
45 |
4 |
11 |
16 |
124 |
| Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System |
0 |
0 |
0 |
81 |
3 |
7 |
9 |
209 |
| Which bank is the \\"central\\" bank? an application of Markov theory to the Canadian Large Value Transfer System |
0 |
0 |
0 |
58 |
3 |
6 |
7 |
216 |
| Total Working Papers |
4 |
10 |
25 |
1,353 |
110 |
230 |
364 |
4,453 |
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