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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Singh, Manmohan
Rannpháirtithe: Segoviano, Miguel
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2008.
Sraith:IMF Working Papers; Working Paper ; No. 2008/258
Rochtain ar líne:Full text available on IMF