Alejandro Garcia-Canizares

Bank of Canada

234 Wellington St.

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

265

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events

Number of pages: 48 Posted: 31 May 2006
Alejandro Garcia-Canizares and Ramazan Gencay
Bank of Canada and Simon Fraser University
Downloads 192 (219,486)

Abstract:

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Collateral under extreme events, high frequency finance, financial risk management

2.

Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures

Bank of Canada Working Paper No. 2007-25
Number of pages: 31 Posted: 15 Apr 2007
Alejandro Garcia-Canizares and Ramazan Gencay
Bank of Canada and Simon Fraser University
Downloads 73 (437,383)

Abstract:

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Collateral under extreme events, Copulas, Frechet bounds, Financial risk management, Extreme value theory