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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Détails bibliographiques
Auteur principal: Turing, Dermot
Autres auteurs: Singh, Manmohan
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2018.
Collection:IMF Working Papers; Working Paper ; No. 2018/228
Accès en ligne:Full text available on IMF