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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Turing, Dermot
مؤلفون آخرون: Singh, Manmohan
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2018.
سلاسل:IMF Working Papers; Working Paper ; No. 2018/228
الوصول للمادة أونلاين:Full text available on IMF