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...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Turing, Dermot
Tác giả khác: Singh, Manmohan
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2018.
Loạt:IMF Working Papers; Working Paper ; No. 2018/228
Truy cập trực tuyến:Full text available on IMF