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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Singh, Manmohan
अन्य लेखक: Segoviano, Miguel
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2008.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2008/258
ऑनलाइन पहुंच:Full text available on IMF