Capital Requirements for Over-the-Counter Derivatives Central Counterparties
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References listed on IDEAS
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Cited by:
- Mr. Nicolas Arregui & Mr. Mohamed Norat & Antonio Pancorbo & Ms. Jodi G Scarlata & Eija Holttinen & Fabiana Melo & Jay Surti & Christopher Wilson & Rodolfo Wehrhahn & Mamoru Yanase, 2013. "Addressing Interconnectedness: Concepts and Prudential Tools," IMF Working Papers 2013/199, International Monetary Fund.
- Amariei, Cosmina & Valiante, Diego, 2014. "The OTC derivatives markets after financial reforms," ECMI Papers 9283, Centre for European Policy Studies.
- Murphy, David & Nahai-Williamson, Paul, 2014. "Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy," Bank of England Financial Stability Papers 30, Bank of England.
- Dermot Turing & Mr. Manmohan Singh, 2018. "The Morning After--The Impact on Collateral Supply After a Major Default," IMF Working Papers 2018/228, International Monetary Fund.
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Keywords
WP; interest rate; market value; financial market; initial margin; Central counterparties; capital; default fund; G-14 dealers; derivatives position; market condition; risk buffer; clearing OTC-CDS; IM requirements; meeting CM default; OTC-D market; interest rate derivative; OTC-interest rate products; overnight rate; interest rate derivative contract; Central counterparty clearing house; Credit default swap; Hedging; Currencies; Vector autoregression; Global; Europe;All these keywords.
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