Threadneedle Street
London , EC2R 8AH
United Kingdom
www.bankofengland.co.uk
Bank of England - Market Infrastructure Division
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Merton models, corporate failure, implied default probabilities
OLG models, household debt, households' portfolios, debt to income ratio
mortgage debt, dynamic probit
Large-value payments system, RTGS, CHAPS, Fedwire
large-value payment systems, liquidity, tiering
BHPS, grossing up