The credit risk transfer market and stability implications for U.K. financial institutions /

The increasing ability to trade credit risk in financial markets has facilitated its dispersion across the financial and other sectors. However, specific risks attached to credit risk transfer (CRT) instruments in a market with still-limited liquidity means that its rapid expansion may actually pose...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Chan-Lau, Jorge A. (Autor), Ong, Li Lian (Autor)
Autor Corporativo: International Monetary Fund. Monetary and Financial Systems Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., 2006.
Colección:IMF working paper ; WP/06/139.
Temas:
Credit derivatives > Great Britain.
Derivative securities > Great Britain.
Instruments dérivés de crédit > Grande-Bretagne.
Instruments dérivés (Finances) > Grande-Bretagne.
Credit derivatives
Derivative securities
Great Britain
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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

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