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| 01605cam 2200337zi 4500 |
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| 001 | 9.877264 |
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| 003 | CaOODSP |
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| 005 | 20221107164928 |
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| 006 | m go d f |
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| 007 | cr |n||||||||| |
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| 008 | 190731t20192019onc #ob f000 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-5/2019-26E-PDF |
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| 100 | 1 |aGarratt, Rodney John, |d1963- |eauthor. |
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| 245 | 13|aAn application of Shapely value cost allocation to liquidity savings mechanisms / |cby Rodney J. Garratt. |
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| 264 | 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2019. |
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| 264 | 4|c©2019 |
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| 300 | |a1 online resource (ii, 13 pages). |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aBank of Canada staff working paper, |x1701-9397 ; |v2019-26 |
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| 500 | |a"July 2019." |
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| 504 | |aIncludes bibliographical references (page 13) |
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| 520 | |a"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. |
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| 692 | 07|2gccst|aCentral banks |
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| 692 | 07|2gccst|aBanking |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff working paper (Bank of Canada)|x1701-9397 ; |v2019-26. |w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s936 KB|uhttps://publications.gc.ca/collections/collection_2019/banque-bank-canada/FB3-5-2019-26-eng.pdf |
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