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...

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书目详细资料
主要作者: Singh, Manmohan
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2010.
丛编:IMF Working Papers; Working Paper ; No. 2010/099
在线阅读:Full text available on IMF