Evangelos Benos

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The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers

Number of pages: 20 Posted: 15 Dec 2014
Evangelos Benos, Rodney Garratt and Peter Zimmerman
affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Cleveland
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Abstract:

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Payments, Counterparty risk, Intraday liquidity, Credit default swap