Rodney Garratt

Federal Reserve Banks - Federal Reserve Bank of New York

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

6

DOWNLOADS

249

SSRN CITATIONS
Rank 32,352

SSRN RANKINGS

Top 32,352

in Total Papers Citations

13

CROSSREF CITATIONS

11

Scholarly Papers (6)

Does Central Clearing Reduce Counterparty Risk in Realistic Financial Networks?

FRB of New York Staff Report No. 717
Number of pages: 21 Posted: 18 Aug 2015
Rodney Garratt and Peter Zimmerman
Federal Reserve Banks - Federal Reserve Bank of New York and Bank of England
Downloads 67 (381,782)
Citation 4

Abstract:

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central clearing, core-periphery network, scale-free network

Does Central Clearing Reduce Counterparty Risk in Realistic Financial Networks?

FRB of New York Staff Report No. 717
Number of pages: 21 Posted: 26 Mar 2015
Rodney Garratt and Peter Zimmerman
Federal Reserve Banks - Federal Reserve Bank of New York and Bank of England
Downloads 65 (388,026)
Citation 5

Abstract:

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central clearing, core-periphery network, scale-free network

2.

Nonlinear Pricing with Competition: The Market for Settling Payments

FRB of New York Staff Report No. 737
Number of pages: 38 Posted: 16 Aug 2015
Adam M. Copeland and Rodney Garratt
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 34 (501,910)
Citation 2

Abstract:

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nonlinear pricing, marginal versus average pricing

3.

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
Bank of England, Federal Reserve Banks - Federal Reserve Bank of New York and Bank of England
Downloads 29 (527,721)
Citation 3

Abstract:

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Payments, Counterparty risk, Intraday liquidity, Credit default swap

4.

Segregated Balance Accounts

FRB of New York Staff Report No. 730
Number of pages: 27 Posted: 31 May 2015
Rodney Garratt, Antoine Martin, James McAndrews and Ed Nosal
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York - Research and Statistics, Wharton Financial Institutions Center and Federal Reserve Banks - Federal Reserve Bank of Atlanta
Downloads 28 (533,333)
Citation 7

Abstract:

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central bank, interest rate

5.

Variations in Liquidity Provision in Real-Time Payment Systems

Bank of England Working Paper No. 513
Number of pages: 19 Posted: 18 Oct 2014 Last Revised: 22 Jan 2015
Edward Denbee, Rodney Garratt and Peter Zimmerman
Bank of England, Federal Reserve Banks - Federal Reserve Bank of New York and Bank of England
Downloads 23 (563,576)
Citation 3

Abstract:

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Liquidity, payment systems, Gini coefficient

6.

The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data

ESRB: Working Paper Series (Topic) 201751
Number of pages: 40 Posted: 05 Nov 2020
Deutsche Bundesbank, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, Federal Reserve Banks - Federal Reserve Bank of New York, Government of Canada - Bank of Canada, Indiana University Bloomington - Department of Economics, European Central Bank (ECB), affiliation not provided to SSRN, The Bank of Korea, Bank of Mexico, Bank of Italy, Government of the United States of America - Office of Financial Research, Independent, Bank of England, affiliation not provided to SSRN and Oswaldo Cruz Foundation (FIOCRUZ) - Gonçalo Moniz Institute (IGM)
Downloads 3 (704,068)

Abstract:

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intermediation, market structure, network reconstruction