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: | Singh, Manmohan, 1964- (Autor), Aitken, James (Autor) |
Autor Corporativo: | International Monetary Fund. Monetary and Capital Markets Department |
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 |
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