| Title | Other author(s) | |
|---|---|---|
Managing Adverse Dependence for Portfolios of Collateral in Financial InfrastructuresBank of Canada Working papers [View] (Paper: 2007-25, 04.04.2007) |
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Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market EventsBank of Canada Working papers [View] (Paper: 2006-17, 01.06.2006) |