Showing 1 - 10 of 17,547
decomposes into a component driven by market movements and a component driven by settlement payments. In this article, we …. The settlement induced component of gap risk, which we call Settlement Gap Risk (SGR), can be the dominant source of gap …
Persistent link: https://www.econbiz.de/10012941878
Persistent link: https://www.econbiz.de/10010342014
Persistent link: https://www.econbiz.de/10000893326
Persistent link: https://www.econbiz.de/10000854640
Persistent link: https://www.econbiz.de/10000867683
Persistent link: https://www.econbiz.de/10000782427
Persistent link: https://www.econbiz.de/10000873170
Persistent link: https://www.econbiz.de/10000629194
Persistent link: https://www.econbiz.de/10000635796
Persistent link: https://www.econbiz.de/10003712851