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...
| Autor principal: | Aitken, James |
|---|---|
| Altres autors: | Singh, Manmohan |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2009.
|
| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2009/173 |
| Accés en línia: | Full text available on IMF |
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