Net Settlement and Counterparty Risk: Evidence from the Formation of the New York Stock Exchange Clearing House in 1892

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2017
Volume: 49
Issue: 6
Pages: 1273-1298

Authors (3)

BERNARD MCSHERRY (not in RePEc) BERRY K. WILSON (not in RePEc) JAMES J. MCANDREWS (University of Pennsylvania)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The securities settlement literature indicates that centralized settlement can reduce monitoring incentives and lead to excessive risk‐taking and inefficient risk‐sharing. This paper examines broker‐failure rates and counterparty losses surrounding the transition from bilateral to multilateral settlement facilitated by the NYSE. Study results provide evidence that net settlement reduced failures without diminishing risk constraining incentives. The study constructs a controlled comparison of broker failures through data collected from the NYSE and the Consolidated Stock Exchange, which traded identical securities settled under different systems. The results suggest that multilateral settlement is advantageous when financial markets are highly stressed.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:49:y:2017:i:6:p:1273-1298
Journal Field
Macro
Author Count
3
Added to Database
2026-01-26