BNY Mellon Optimization Reduces Intraday Credit Risk by $1.4 Trillion
Published Online:8 Mar 2017https://doi.org/10.1287/inte.2017.0887
References
- Global Custodian (2011) BNY Mellon introduces auto cash substitution in tri-party overhaul. Accessed October 12, 2016, http://www.globalcustodian.com/Custody/BNY-Mellon-Introduces-Auto-Cash-Substitution-in-Tri-Party-Overhaul/.Google Scholar
- (2013) Management Science: The Art of Modeling with Spreadsheets, 4th ed. (John Wiley & Sons, Hoboken, NJ). Google Scholar
- PRNewswire (2015) BNY Mellon achieves significant milestone in tri-party repo risk reduction initiative. Accessed October 12, 2016, http://www.prnewswire.com/news-releases/bny-mellon-achieves-significant-milestone-in-tri-party-repo-risk-reduction-initiative-300080164.html. Google Scholar
- U.S. Government Printing Office (2012) The tri-party repo market: Remaining challenges. Accessed December 1, 2016, https://www.gpo.gov/fdsys/pkg/CHRG-112shrg80130/html/CHRG-112shrg80130.htm. Google Scholar
