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Counterparty risk, impact on collateral flows, and role for central counterparties /
Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after netting) is now concentrated in five banks?Goldman Sachs, JPMorgan, Bank of America, Morgan Stanley and Citi. This note analyzes how such risks have shifted over the past year. We estimate that the adve...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2009.
|
| Colección: | IMF working paper ;
WP/09/173. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Singh, Manmohan, |d 1964- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjvX6JTd99K7Dk8GKQbBGd | |
| 245 | 1 | 0 | |a Counterparty risk, impact on collateral flows, and role for central counterparties / |c prepared by Manmohan Singh and James Aitken. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2009. | ||
| 300 | |a 1 online resource (15 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
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| 347 | |a data file | ||
| 490 | 1 | |a IMF working paper ; |v WP/09/173 | |
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after netting) is now concentrated in five banks?Goldman Sachs, JPMorgan, Bank of America, Morgan Stanley and Citi. This note analyzes how such risks have shifted over the past year. We estimate that the adverse impact of counterparty risk on high-grade collateral flows and global liquidity due to decrease in rehypothecation, reduced securities lending, and hoarding of cash by major banks is at least 5 trillion. In order to mitigate counterparty risk, there have been regulatory initiatives to establish. | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2011. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2011 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 505 | 0 | |a 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 | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Credit |x Risk assessment. | |
| 650 | 0 | |a Risk management |z United States. | |
| 650 | 0 | |a Banks and banking |z United States. | |
| 650 | 0 | |a Finance |z United States. | |
| 650 | 6 | |a Crédit |x Évaluation du risque. | |
| 650 | 6 | |a Gestion du risque |z États-Unis. | |
| 650 | 6 | |a Banques |z États-Unis. | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 7 | |a Banks and banking |2 fast | |
| 650 | 7 | |a Finance |2 fast | |
| 651 | 7 | |a United States |2 fast |1 https://id.oclc.org/worldcat/entity/E39PBJtxgQXMWqmjMjjwXRHgrq | |
| 700 | 1 | |a Aitken, James, |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department. | |
| 758 | |i has work: |a Counterparty risk, impact on collateral flows, and role for central counterparties (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFWmtPhD6qcXxgjDrGDVkC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Singh, Manmohan, 1964- |t Counterparty risk, impact on collateral flows, and role for central counterparties. |d [Washington, D.C.] : International Monetary Fund, ©2009 |w (OCoLC)580456007 |
| 830 | 0 | |a IMF working paper ; |v WP/09/173. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608396 |z Texto completo |
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