This paper empirically analyses whether post-global financial crisis regulatory reforms have created appropriate incentives to voluntarily centrally clear the over-the-counter (OTC) derivative contracts. We use confidential European trade repository data on single-name sovereign credit default...

This paper empirically analyses whether post-global financial crisis regulatory reforms have created appropriate incentives to voluntarily centrally clear the over-the-counter (OTC) derivative contracts. We use confidential European trade repository data on single-name sovereign credit default...

Our paper applies a deep neural network autoencoder (AE) to detect anomalous payment flows in Canada's retail batch clearing payments system, the Automated Clearing Settlement System (ACSS). We aim to investigate an AE's potential for detecting complex changes in the liquidity outflows between...