Results 151 to 160 of about 3,731,402 (183)

Liquidity and Fragility in OTC Credit Derivatives Markets [PDF]

, 2012
This paper develops a search and matching model of an over-the-counter market for credit derivatives. In equilibrium, the large volume of bilateral trade creates a network of credit exposures in which banks are linked together by a complex liability structure, with gross credit exposures that can greatly exceed net credit exposures.
Pierre-Olivier Weill, Andrea Eisfeldt, Andrew Atkeson   +2 more
openaire  

Mitigating systemic risk in OTC derivative markets. [PDF]

Financial stability review, 2010
The financial crisis has demonstrated that turmoil in OTC derivative markets can exacerbate financial distress. One of the challenges policymakers currently face, is to mitigate the risks these markets pose to the financial system. Inducing a shift towards more central clearing is an important step in the right direction as it tempers counterparty risk
openaire   +1 more source

Trading models and liquidity provision in OTC derivatives markets [PDF]

Bank of England Quarterly Bulletin, 2011
As part of a G20 commitment to improve transparency and mitigate systemic risk in derivatives markets, many OTC derivatives will be required to be traded on exchanges or electronic platforms by the end of 2012. It is important that liquidity on the new trading platforms is resilient, both during normal and stressed market conditions.
Smyth, Nick, Wetherilt, Anne
openaire  

OTC Derivatives—A Primer on Market Infrastructure and Regulatory Policy [PDF]

Economic Perspectives, 2014
In this article, we discuss some recent developments relating to the regulation of derivatives markets, specifically the Group of Twenty (G-20) mandates, and examine the infrastructure that supports derivatives markets (including both the trade execution and post-trade clearing and settlement processes).
Ruffini, Ivana, Steigerwald, Robert
openaire  

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The OTC derivatives markets after financial reforms

2014
Over the past five years, the OTC derivatives market showed an impressive resilience in levels of market activity, which are now above pre-crisis levels in outstanding notional value. This confirms its systemic importance. Current volatility of the gross market values and gross credit exposures can be attributed to the uncertain market conditions for ...
Amariei, Cosmina, Valiante, Diego
openaire  

A Study of OTC Derivatives Markets' Resiliency

SSRN Electronic Journal, 2012
Andrew G. Atkeson, Andrea L. Eisfeldt, Pierre-Olivier Weill   +2 more
openaire   +1 more source

The Governance of OTC Derivatives Markets

This book focuses on recent financial market reforms, and their implications for social, economic and political exclusion. In particular it considers the hitherto under-researched question of whose interests govern the design of regulatory mechanisms and who influences the decision-making process.
openaire   +1 more source

OTC derivatives market – regulatory developments and collateral dynamics. [PDF]

Financial Stability Review, 2013
In the coming years, unconventional monetary policy by central banks, regulatory demand for collateral, custodian efforts to build a collateral highway, collateral re-use rate, etc. will all impact the global demand/supply for collateral. The changing collateral space will look very different than the past.
openaire  

Blockchains and OTC Derivatives Markets: A Possible Combination?

SSRN Electronic Journal, 2022
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From bombs to boons: changing views of risk and regulation in the pre-crisis OTC derivatives market

Theory and Society, 2020
Erin Lockwood
exaly