Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties /
Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after netting) is now concentrated in five banks?Goldman Sachs, JPMorgan, Bank of America, Morgan Stanley and Citi. This note analyzes how such risks have shifted over the past year. We estimate that the adve...
| Κύριος συγγραφέας: | |
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| Άλλοι συγγραφείς: | |
| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2009.
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| Σειρά: | IMF Working Papers; Working Paper ;
No. 2009/173 |
| Διαθέσιμο Online: | Full text available on IMF |