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Record Nr. |
UNINA9910464006703321 |
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Autore |
Singh Manmohan <1964-> |
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Titolo |
Counterparty risk, impact on collateral flows, and role for central counterparties [[electronic resource] /] / prepared by Manmohan Singh and James Aitken |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, c2009 |
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ISBN |
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1-4623-6484-5 |
1-4527-7428-5 |
1-4518-7320-4 |
1-282-84385-0 |
9786612843853 |
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Descrizione fisica |
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1 online resource (17 p.) |
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Collana |
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IMF working paper ; ; WP/09/173 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Credit - Risk assessment |
Risk management - United States |
Banks and banking - United States |
Finance - United States |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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At head of title: Monetary and Capital Markets Department. |
"August 2009." |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Counterparty Risk; Figures; 1. Illustrative Repricing of Derivatives When a Large Financial Institution Fails; III. The Changing Profile of Counterparty Risk in the United States; IV. The Adverse Impact of Counterparty Risk on Global Liquidity; 2. Counterparty Liabilities of Major U.S. Banks; Tables; 1. Snapshot of Reduced Collateral Posting Among LCFIs; 2. Securities Lending by Major Custodians; V. Regulatory Thrust for a Central Counterparty; 3. Cash Holding by Major LCFIs; VI. Conclusions and Policy Implications; Appendixes |
1. Methodological Issues in Computing Connectedness in Counterparty RiskReferences |
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Sommario/riassunto |
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Counterparty risk in the United States stemming from exposures to |
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