Counterparty risk, impact on collateral flows, and role for central counterparties [[electronic resource] /] / prepared by Manmohan Singh and James Aitken |
Autore | Singh Manmohan <1964-> |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, c2009 |
Descrizione fisica | 1 online resource (17 p.) |
Disciplina | 332.63232 |
Altri autori (Persone) | AitkenJames |
Collana | IMF working paper |
Soggetto topico |
Credit - Risk assessment
Risk management - United States Banks and banking - United States Finance - United States |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-6484-5
1-4527-7428-5 1-4518-7320-4 1-282-84385-0 9786612843853 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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 |
Record Nr. | UNINA-9910464006703321 |
Singh Manmohan <1964-> | ||
[Washington, D.C.], : International Monetary Fund, c2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Testing real interest parity in emerging markets [[electronic resource] /] / [prepared by] Manmohan Singh and Abhisek Banerjee |
Autore | Singh Manmohan <1964-> |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Middle East and Central Asia Dept., c2006 |
Descrizione fisica | 1 online resource (22 p.) |
Altri autori (Persone) | BanerjeeAbhisek |
Collana | IMF working paper |
Soggetto topico |
Interest rates - Developing countries - Econometric models
Globalization - Developing countries - Econometric models Monetary policy - Developing countries - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-1145-8
1-4519-9540-7 1-283-51687-X 9786613829320 1-4519-0962-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA AND GRAPHICAL ANALYSIS""; ""III. METHODOLOGY""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION AND POLICY ISSUES""; ""References"" |
Record Nr. | UNINA-9910464345203321 |
Singh Manmohan <1964-> | ||
Washington, D.C., : International Monetary Fund, Middle East and Central Asia Dept., c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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