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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Turing, Dermot
מחברים אחרים: Singh, Manmohan
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2018.
סדרה:IMF Working Papers; Working Paper ; No. 2018/228
גישה מקוונת:Full text available on IMF