| 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 |
0 |
121 |
0 |
1 |
14 |
387 |
| Asset Encumbrance, Bank Funding and Financial Fragility |
0 |
0 |
1 |
53 |
0 |
1 |
6 |
102 |
| Asset Encumbrance, Bank Funding, and Financial Fragility |
0 |
0 |
0 |
22 |
0 |
1 |
17 |
81 |
| Asset encumbrance, bank funding and financial fragility |
0 |
0 |
0 |
27 |
0 |
2 |
13 |
113 |
| Asset encumbrance, bank funding and fragility |
0 |
1 |
1 |
36 |
1 |
2 |
8 |
146 |
| Asset encumbrance, bank funding and fragility |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
15 |
| Central Bank Digital Currencies and Banking: Literature Review and New Questions |
0 |
0 |
7 |
71 |
1 |
6 |
54 |
157 |
| Central Bank Haircut Policy |
0 |
0 |
0 |
151 |
0 |
2 |
19 |
572 |
| Covered bonds, core markets, and financial stability |
0 |
0 |
0 |
72 |
0 |
2 |
12 |
154 |
| Cross-Country Evidence on Transmission of Liquidity Risk through Global Banks |
0 |
0 |
0 |
5 |
0 |
0 |
8 |
27 |
| Crypto ‘Money’: Perspective of a Couple of Canadian Central Bankers |
0 |
0 |
0 |
78 |
0 |
0 |
13 |
209 |
| Efficiency and Bargaining Power in the Interbank Loan Market |
0 |
0 |
1 |
53 |
0 |
6 |
31 |
232 |
| Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data |
0 |
0 |
0 |
26 |
0 |
0 |
7 |
122 |
| Intraday liquidity around the world |
2 |
4 |
14 |
73 |
3 |
11 |
63 |
200 |
| Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry |
0 |
0 |
0 |
27 |
0 |
0 |
9 |
156 |
| Macroeconomic Predictions Using Payments Data and Machine Learning |
0 |
0 |
0 |
45 |
0 |
5 |
31 |
83 |
| Macroeconomic Predictions using Payments Data and Machine Learning |
0 |
0 |
0 |
34 |
1 |
5 |
26 |
59 |
| Policy Coordination in an International Payment System |
0 |
0 |
1 |
100 |
0 |
0 |
5 |
418 |
| Public Policy Objectives and the Next Generation of CPA Systems: An Analytical Framework |
0 |
0 |
0 |
16 |
0 |
0 |
12 |
53 |
| Rediscounting Under Aggregate Risk with Moral Hazard |
0 |
0 |
0 |
25 |
0 |
0 |
15 |
217 |
| Rediscounting under aggregate risk with moral hazard |
0 |
0 |
0 |
57 |
0 |
1 |
18 |
293 |
| Safe, or not safe? Covered bonds and Bank Fragility |
0 |
0 |
0 |
26 |
0 |
0 |
23 |
125 |
| Shock Transmission Through International Banks: Canada |
0 |
0 |
0 |
25 |
1 |
1 |
20 |
83 |
| Should Bank Capital Regulation Be Risk Sensitive? |
0 |
0 |
0 |
36 |
0 |
0 |
16 |
82 |
| Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19 |
0 |
0 |
2 |
46 |
0 |
3 |
22 |
132 |
| Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System |
0 |
0 |
0 |
81 |
0 |
0 |
14 |
214 |
| Which bank is the \\"central\\" bank? an application of Markov theory to the Canadian Large Value Transfer System |
0 |
0 |
0 |
58 |
0 |
0 |
14 |
223 |
| Total Working Papers |
2 |
5 |
27 |
1,365 |
7 |
49 |
500 |
4,655 |
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