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...

Повний опис

Бібліографічні деталі
Автор: Ong, Li
Інші автори: Chan-Lau, Jorge
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2006.
Серія:IMF Working Papers; Working Paper ; No. 2006/139
Онлайн доступ:Full text available on IMF