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...

詳細記述

書誌詳細
第一著者: Turing, Dermot
その他の著者: Singh, Manmohan
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2018.
シリーズ:IMF Working Papers; Working Paper ; No. 2018/228
オンライン・アクセス:Full text available on IMF