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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Singh, Manmohan, 1964- (Auteur), Aitken, James (Auteur)
Collectivité auteur: International Monetary Fund. Monetary and Capital Markets Department
Format: Électronique eBook
Langue:Inglés
Publié: [Washington, D.C.] : International Monetary Fund, ©2009.
Collection:IMF working paper ; WP/09/173.
Sujets:
Credit > Risk assessment.
Risk management > United States.
Banks and banking > United States.
Finance > United States.
Crédit > Évaluation du risque.
Gestion du risque > États-Unis.
Banques > États-Unis.
Risk management
Banks and banking
Finance
United States
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