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...

Полное описание

Библиографические подробности
Главный автор: Ong, Li
Другие авторы: Chan-Lau, Jorge
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2006.
Серии:IMF Working Papers; Working Paper ; No. 2006/139
Online-ссылка:Full text available on IMF