Counterparty Risk in the Over-The-Counter Derivatives Market.

The financial market turmoil of recent months has highlighted the importance of counterparty risk. Here, we discuss counterparty risk that may stem from the OTC derivatives markets and attempt to assess the scope of potential cascade effects. This risk is measured by losses to the financial system t...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Singh, Manmohan
Other Authors: Segoviano Basurto, Miguel A.
Format: Electronic eBook
Language:Inglés
Published: Washington : International Monetary Fund, 2008.
Series:IMF Working Papers.
Subjects:
Derivative securities > Econometric models.
Over-the-counter markets > Econometric models.
Risk > Econometric models.
Instruments dérivés (Finances) > Modèles économétriques.
Risque > Modèles économétriques.
Derivative securities > Econometric models
Risk > Econometric models
Online Access:Texto completo

Internet

Texto completo

Error inesperado del formato de respuesta.
Holdings details from

Similar Items