Counterparty Risk in the Over-The-Counter Derivatives Market /

The financial market turmoil of recent months has highlighted the importance of counterparty risk. Here, we discuss counterparty risk that may stem from the OTC derivatives markets and attempt to assess the scope of potential cascade effects. This risk is measured by losses to the financial system t...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Singh, Manmohan
مؤلفون آخرون: Segoviano, Miguel
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2008.
سلاسل:IMF Working Papers; Working Paper ; No. 2008/258
الوصول للمادة أونلاين:Full text available on IMF