Systemic Risk from Global Financial Derivatives.

Financial network analysis is used to provide firm level bottom-up holistic visualizations of interconnections of financial obligations in global OTC derivatives markets. This helps to identify Systemically Important Financial Intermediaries (SIFIs), analyse the nature of contagion propagation, and...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Markose, Sheri M.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington : International Monetary Fund, 2012.
Colección:IMF Working Papers.
Temas:
Derivative securities.
Over-the-counter markets.
Instruments dérivés (Finances)
Derivative securities
Over-the-counter markets
Acceso en línea:Texto completo
Descripción
Sumario:Financial network analysis is used to provide firm level bottom-up holistic visualizations of interconnections of financial obligations in global OTC derivatives markets. This helps to identify Systemically Important Financial Intermediaries (SIFIs), analyse the nature of contagion propagation, and also monitor and design ways of increasing robustness in the network. Based on 2009 FDIC and individually collected firm level data covering gross notional, gross positive (negative) fair value and the netted derivatives assets and liabilities for 202 financial firms which includes 20 SIFIs, the.
Descripción Física:1 online resource (59 pages)
ISBN:9781475531862
1475531869

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