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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Altres autors: | |
Format: | Revista |
Idioma: | English |
Publicat: |
Washington, D.C. :
International Monetary Fund,
2018.
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Col·lecció: | IMF Working Papers; Working Paper ;
No. 2018/228 |
Accés en línia: | Full text available on IMF |