Capital Requirements for Over-the-Counter Derivatives Central Counterparties /
The central counterparties dominating the market for the clearing of over-the-counter interest rate and credit derivatives are globally systemic. Employing methodologies similar to the calculation of banks' capital requirements against trading book exposures, this paper assesses the sensitivity...
| Autor principal: | |
|---|---|
| Altres autors: | |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2013.
|
| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2013/003 |
| Accés en línia: | Full text available on IMF |