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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書目詳細資料
主要作者: Gutierrez, Eva
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2005.
叢編:IMF Working Papers; Working Paper ; No. 2005/061
在線閱讀:Full text available on IMF
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100 1 |a Gutierrez, Eva. 
245 1 2 |a A Framework for the Surveillance of Derivatives Activities /  |c Eva Gutierrez. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2005. 
300 |a 1 online resource (25 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2005/061 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2005/061/001.2005.issue-061-en.xml  |z IMF e-Library