00000nam 2200000zi 4500 9.877264 CaOODSP 20221107164928 m go d f cr |n||||||||| 190731t20192019onc #ob f000 0 eng d CaOODSP eng rda CaOODSP n-cn--- FB3-5/2019-26E-PDF Garratt, Rodney John,‏ 1963-‏ author. An application of Shapely value cost allocation to liquidity savings mechanisms / by Rodney J. Garratt. [Ottawa] : Bank of Canada = Banque du Canada, 2019. ©2019 1 online resource (ii, 13 pages). text txt rdacontent computer c rdamedia online resource cr rdacarrier Bank of Canada staff working paper, 1701-9397 ; 2019-26 "July 2019." Includes bibliographical references (page 13) "This paper describes a proposal for operating a centralized netting queue for non-urgent interbank payments that involves take-it-or-leave-it offers and allocates liquidity costs using the Shapely value. This method achieves fairness and ensures welfare maximizing netting proposals are agreeable to all providers of liquidity"--Abstract. gccst Central banks gccst Banking Bank of Canada. Staff working paper (Bank of Canada) 1701-9397 ; 2019-26. (CaOODSP)9.806221 PDF 936 KB https://publications.gc.ca/collections/collection_2019/banque-bank-canada/FB3-5-2019-26-eng.pdf