Counterparty risk in the over-the-counter derivates market / / Miguel A. Segoviano and Manmohan Singh
| Counterparty risk in the over-the-counter derivates market / / Miguel A. Segoviano and Manmohan Singh |
| Autore | Segoviano Basurto Miguel A |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (21 pages) : illustrations (some color), tables |
| Disciplina | 332.645 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF working paper |
| Soggetto topico |
Derivative securities - Econometric models
Over-the-counter markets - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4872-6
1-4518-7116-3 9786612842092 1-4527-3091-1 1-282-84209-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464259903321 |
Segoviano Basurto Miguel A
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
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Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
| Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh |
| Autore | Aitken James |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (17 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Risk assessment
Risk management - United States Banks and banking - United States Finance - United States Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services International Finance Forecasting and Simulation Portfolio Choice Investment Decisions International Financial Markets Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Systems Standards Regimes Government and the Monetary System Payment Systems General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Monetary economics Banking Collateral Currencies International liquidity Derivative markets Financial institutions Money Asset and liability management Financial markets Central counterparty clearing house Loans Banks and banking International finance Derivative securities Clearinghouses |
| 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-9910788229603321 |
Aitken James
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
| Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh |
| Autore | Aitken James |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (17 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Risk assessment
Risk management - United States Banks and banking - United States Finance - United States Asset and liability management Banking Banks and Banking Banks and banking Banks Central counterparty clearing house Clearinghouses Collateral Currencies Depository Institutions Derivative markets Derivative securities Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial Instruments Financial markets General Financial Markets: General (includes Measurement and Data) Government and the Monetary System Industries: Financial Services Institutional Investors International Finance Forecasting and Simulation International finance International Financial Markets International liquidity Investment Decisions Loans Micro Finance Institutions Monetary economics Monetary Systems Money and Monetary Policy Money Mortgages Non-bank Financial Institutions Payment Systems Pension Funds Portfolio Choice Regimes Standards |
| ISBN |
9786612843853
9781462364848 1462364845 9781452774282 1452774285 9781451873207 1451873204 9781282843851 1282843850 |
| 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-9910965593603321 |
Aitken James
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh
| Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh |
| Autore | Aitken James |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (13 p.) |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Suretyship and guaranty
Economic stabilization Finance: General Investments: General Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation International Monetary Arrangements and Institutions Corporation and Securities Law General Financial Markets: Government Policy and Regulation International Financial Markets General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Banking Venture Capital Brokerage Ratings and Ratings Agencies Finance Investment & securities Collateral Securities Hedge funds Brokers and dealers Financial institutions Financial markets Loans Financial instruments Financial services industry Stockbrokers |
| ISBN |
1-4623-1340-X
1-4527-1879-2 9786612842641 1-4518-7190-2 1-282-84264-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Rehypothecation in the United States and the United Kingdom; III. Rehypothecation After Lehman's Bankruptcy; Tables; 1. Collateral Received that can be Pledged is Decreasing; 2. Securities Lending by Major Custodians; IV. Conclusion; Appendix; 1. Securities Exchange Act's Rule 15c3-3; References |
| Record Nr. | UNINA-9910788338703321 |
Aitken James
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh
| Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh |
| Autore | Aitken James |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (13 p.) |
| Disciplina | 332.112 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Suretyship and guaranty
Economic stabilization Banks Brokerage Brokers and dealers Collateral Corporation and Securities Law Depository Institutions Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial Instruments Financial instruments Financial markets Financial services industry General Financial Markets: General (includes Measurement and Data) General Financial Markets: Government Policy and Regulation Hedge funds Industries: Financial Services Institutional Investors International Financial Markets International Monetary Arrangements and Institutions Investment & securities Investment Banking Investments: General Loans Micro Finance Institutions Mortgages Non-bank Financial Institutions Pension Funds Ratings and Ratings Agencies Securities Stockbrokers Venture Capital |
| ISBN |
9786612842641
9781462313402 146231340X 9781452718798 1452718792 9781451871906 1451871902 9781282842649 1282842641 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Rehypothecation in the United States and the United Kingdom; III. Rehypothecation After Lehman's Bankruptcy; Tables; 1. Collateral Received that can be Pledged is Decreasing; 2. Securities Lending by Major Custodians; IV. Conclusion; Appendix; 1. Securities Exchange Act's Rule 15c3-3; References |
| Record Nr. | UNINA-9910960890203321 |
Aitken James
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lyophilized Biologics and Vaccines : Modality-Based Approaches / / edited by Dushyant Varshney, Manmohan Singh
| Lyophilized Biologics and Vaccines : Modality-Based Approaches / / edited by Dushyant Varshney, Manmohan Singh |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (399 p.) |
| Disciplina |
571967
610 615.19 615372 616.0798 |
| Soggetto topico |
Vaccines
Immunoglobulins Pharmaceutical technology Vaccine Antibodies Pharmaceutical Sciences/Technology |
| ISBN | 1-4939-2383-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Part I – Lyophilization History and Fundamentals -- History of Lyophilization -- Heterogeneity of protein environments in frozen solutions and in the dried state -- Advance understanding of buffer behavior during lyophilization -- Advances in Instrumental Analysis Applied to the Development of Lyophilization Cycles -- New Developments in Controlled Nucleation: Commercializing VERISEQ® Nucleation technology -- Part II – Lyophilized Biologics and Vaccines – Modality Considerations -- Lyophilized Biologics -- Lyophilization of Therapeutic Proteins in Vials - Process Scale-up and Advances in Quality by Design -- Advances in Process Analytical Technology in Freeze Drying -- Process Scale-up and Optimization of Lyophilized Vaccine Products -- Stabilization of Plasmid DNA and Lipid-based Therapeutics as Dehydrated Formulations -- Part III – Advances in Alternate Drying -- Alternatives to Vial Lyophilization -- Spray Drying of Biopharmaceuticals -- Current Trends and Advances in Bulk Crystallization and Freeze Drying of Biopharmaceuticals -- Case Studies and Examples of Biopharmaceutical Modalities -- Processed by Bulk Crystallization or Bulk Freeze Drying -- Part IV– Regulatory, Packaging and Technology Transfer Considerations -- Lyophilization of Biologics - An FDA Perspective -- Recent Trends in Lyophilized Delivery Devices and Packaging -- Lyophilization Technology Transfer towards Product Launch. |
| Record Nr. | UNINA-9910298290903321 |
| New York, NY : , : Springer New York : , : Imprint : Springer, , 2015 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Testing Real Interest Parity in Emerging Markets / / Abhisek Banerjee, Manmohan Singh
| Testing Real Interest Parity in Emerging Markets / / Abhisek Banerjee, Manmohan Singh |
| Autore | Banerjee Abhisek |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Interest rates - Developing countries - Econometric models
Globalization - Developing countries - Econometric models Monetary policy - Developing countries - Econometric models Banks and Banking Finance: General Inflation Interest Rates: Determination, Term Structure, and Effects Price Level Deflation General Financial Markets: General (includes Measurement and Data) Finance Macroeconomics Real interest rates Interest rate parity Market interest rates Securities markets Interest rates Prices Capital market |
| 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-9910788700603321 |
Banerjee Abhisek
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Testing Real Interest Parity in Emerging Markets / / Abhisek Banerjee, Manmohan Singh
| Testing Real Interest Parity in Emerging Markets / / Abhisek Banerjee, Manmohan Singh |
| Autore | Banerjee Abhisek |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Interest rates - Developing countries - Econometric models
Globalization - Developing countries - Econometric models Monetary policy - Developing countries - Econometric models Banks and Banking Capital market Deflation Finance Finance: General General Financial Markets: General (includes Measurement and Data) Inflation Interest rate parity Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Market interest rates Price Level Prices Real interest rates Securities markets |
| ISBN |
9786613829320
9781462311453 1462311458 9781451995404 1451995407 9781283516877 128351687X 9781451909623 1451909624 |
| 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-9910959023603321 |
Banerjee Abhisek
|
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
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The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh
| The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh |
| Autore | Spackman Carolyne |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (13 p.) |
| Disciplina | 338.267 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives
Derivative securities Investments: Bonds Macroeconomics Money and Monetary Policy International Lending and Debt Problems Banks Depository Institutions Micro Finance Institutions Mortgages Bankruptcy Liquidation Information and Market Efficiency Event Studies Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Price Level Inflation Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Monetary economics Investment & securities Credit default swap Bonds Asset prices Currencies Credit Money Financial institutions Prices |
| ISBN |
1-4623-8806-X
1-4527-7832-9 1-4518-7209-7 9786612842832 1-282-84283-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Recent Distress in Financial Institutions; Figures; 1. Landsbanki; 2. Washington Mutual; 3. Lehman Brothers; III. Policy Implications of Using Stochastic Recovery; Table 1. CDS Settlements Determined Under the ISDA Cash Opt-in Protocol; Box 1. Ecuador ISDA Auction; Appendix I. Recovery Swaps, or Where the Ctd Bonds End Up; References |
| Record Nr. | UNINA-9910788338303321 |
Spackman Carolyne
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh
| The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh |
| Autore | Spackman Carolyne |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (13 p.) |
| Disciplina | 338.267 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives
Derivative securities Asset prices Bankruptcy Banks Bonds Credit default swap Credit Currencies Deflation Depository Institutions Event Studies Financial Institutions and Services: Government Policy and Regulation Financial institutions General Financial Markets: General (includes Measurement and Data) Government and the Monetary System Inflation Information and Market Efficiency International Lending and Debt Problems Investment & securities Investments: Bonds Liquidation Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary Systems Money and Monetary Policy Money Mortgages Payment Systems Price Level Prices Regimes Standards |
| ISBN |
9786612842832
9781462388066 146238806X 9781452778327 1452778329 9781451872095 1451872097 9781282842830 1282842838 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Recent Distress in Financial Institutions; Figures; 1. Landsbanki; 2. Washington Mutual; 3. Lehman Brothers; III. Policy Implications of Using Stochastic Recovery; Table 1. CDS Settlements Determined Under the ISDA Cash Opt-in Protocol; Box 1. Ecuador ISDA Auction; Appendix I. Recovery Swaps, or Where the Ctd Bonds End Up; References |
| Record Nr. | UNINA-9910969850403321 |
Spackman Carolyne
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||