Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Saiz, Héctor Pérez"'
The increasing importance of risk management in payment systems has led to the development of an array of sophisticated tools designed to mitigate tail risk in these systems. In this paper, we use extreme value theory methods to quantify the level of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c81f48dbaf997d9913d292186dff4dd
https://hdl.handle.net/10419/200455
https://hdl.handle.net/10419/200455
Autor:
Saiz, Héctor Pérez, Xerri, Gabriel
The recent financial crisis has led to the development of new regulations to control risk in designated payment systems, and the implementation of new credit risk management standards is one of the key issues. In this paper, we study various credit r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc9a19139aab3c47a0bb944442f3c8bb
https://hdl.handle.net/10419/173369
https://hdl.handle.net/10419/173369
The payments landscape in Canada is rapidly changing and will continue to evolve, fuelled by strong and persistent drivers. In Canada, the Canadian Payments Association (CPA) is on a path to modernize Canada’s core payment systems. This paper contr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d76887de3d1d00b6b7ff45b1fb0a525
https://hdl.handle.net/10419/129690
https://hdl.handle.net/10419/129690
Publikováno v:
Bank of Canada Review. Autumn2012, p14-22. 9p. 1 Chart.