The Morning After : The Impact on Collateral Supply After a Major Default /

Changes to the regulatory system introduced after the financial crisis include not only mandatory clearing of OTC derivatives at central counterparties and margining of uncleared derivatives, but also prudential measures, including notably a 'Liquidity Coverage Ratio' which obliges firms t...

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Bibliografski detalji
Glavni autor: Turing, Dermot
Daljnji autori: Singh, Manmohan
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2018.
Serija:IMF Working Papers; Working Paper ; No. 2018/228
Online pristup:Full text available on IMF