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...
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| Natura: | Periodico |
| Lingua: | English |
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Washington, D.C. :
International Monetary Fund,
2008.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2008/258 |
| Accesso online: | Full text available on IMF |