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...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Singh, Manmohan
Beste egile batzuk: Segoviano, Miguel
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2008.
Saila:IMF Working Papers; Working Paper ; No. 2008/258
Sarrera elektronikoa:Full text available on IMF