LEADER 02390nam 2200589Ia 450 001 9910464348003321 005 20170918211128.0 010 $a1-4623-3971-9 010 $a1-4527-3299-X 010 $a1-283-51751-5 010 $a9786613829962 010 $a1-4519-0918-7 035 $a(CKB)3360000000443922 035 $a(EBL)3014470 035 $a(SSID)ssj0000943301 035 $a(PQKBManifestationID)11523891 035 $a(PQKBTitleCode)TC0000943301 035 $a(PQKBWorkID)10975529 035 $a(PQKB)11310736 035 $a(OCoLC)694141142 035 $a(MiAaPQ)EBC3014470 035 $a(EXLCZ)993360000000443922 100 $a20070319d2006 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe credit risk transfer market and stability implications for U.K. financial institutions$b[electronic resource] /$fJorge A. Chan-Lau and Li Lian Ong 210 $a[Washington, D.C.] $cInternational Monetary Fund, Monetary and Financial Systems Dept.$d2006 215 $a1 online resource (27 p.) 225 1 $aIMF working paper ;$vWP/06/139 300 $a"June 2006". 311 $a1-4518-6399-3 320 $aIncludes bibliographical references. 327 $a""Contents""; ""I. INTRODUCTION""; ""II. CREDIT RISK TRANSFER INSTRUMENTS: STRUCTURED CREDIT PRODUCTS AND CREDIT DERIVATIVES""; ""III. INTERLINKAGES ACROSS FINANCIAL INSTITUTIONS""; ""IV. EXPOSURE OF U. K. FINANCIAL INSTITUTIONS TO CREDIT DERIVATIVES""; ""V. REGULATORY AND SUPERVISORY INITIATIVES""; ""VI. CONCLUSION""; ""HOW COLLATERALIZED DEBT OBLIGATIONS (CDOS) WORK""; ""KEY RISK FACTORS IN CREDIT RISK TRANSFER (CRT) MARKETS""; ""REFERENCES"" 410 0$aIMF working paper ;$vWP/06/139. 606 $aCredit derivatives$zGreat Britain 606 $aDerivative securities$zGreat Britain 608 $aElectronic books. 615 0$aCredit derivatives 615 0$aDerivative securities 700 $aChan-Lau$b Jorge A$0857600 701 $aOng$b Li Lian$0857602 712 02$aInternational Monetary Fund.$bMonetary and Financial Systems Dept. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464348003321 996 $aThe credit risk transfer market and stability implications for U.K. financial institutions$91915013 997 $aUNINA