A Framework for the Surveillance of Derivatives Activities /
This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpos...
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| Materyal Türü: | Dergi |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Washington, D.C. :
International Monetary Fund,
2005.
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| Seri Bilgileri: | IMF Working Papers; Working Paper ;
No. 2005/061 |
| Online Erişim: | Full text available on IMF |
| Özet: | This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose of their own risk management. The framework involves four pillars: (i) analyzing quantitative information on Derivatives activities, (ii) determining the adequacy of prudential regulations and supervisory arrangements, (iii) assessing the risk mitigation infrastructure, and (iv) assessing the degree of market transparency of the derivatives activities of financial institutions. |
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| Diğer Bilgileri: | <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required |
| Fiziksel Özellikler: | 1 online resource (25 pages) |
| Materyal Türü: | Mode of access: Internet |
| ISSN: | 1018-5941 |
| Erişim: | Electronic access restricted to authorized BRAC University faculty, staff and students |