Collateral, Netting and Systemic Risk in the OTC Derivatives Market /
To mitigate systemic risk, some regulators have advocated the greater use of centralized counterparties (CCPs) to clear Over-The-Counter (OTC) derivatives trades. Regulators should be cognizant that large banks active in the OTC derivatives market do not hold collateral against all the positions in...
Autor principal: | |
---|---|
Formato: | Revista |
Lenguaje: | English |
Publicado: |
Washington, D.C. :
International Monetary Fund,
2010.
|
Colección: | IMF Working Papers; Working Paper ;
No. 2010/099 |
Acceso en línea: | Full text available on IMF |