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 | ||
|
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|