The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions /

The increasing ability to trade credit risk in financial markets has facilitated its dispersion across the financial and other sectors. However, specific risks attached to credit risk transfer (CRT) instruments in a market with still-limited liquidity means that its rapid expansion may actually pose...

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Détails bibliographiques
Auteur principal: Ong, Li
Autres auteurs: Chan-Lau, Jorge
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2006.
Collection:IMF Working Papers; Working Paper ; No. 2006/139
Accès en ligne:Full text available on IMF