Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties:
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Internformat
MARC
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| 100 | 1 | |a Aitken, James |e Verfasser |4 aut | |
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| 520 | 3 | |a 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 adverse impact of counterparty risk on high-grade collateral flows and global liquidity due to decrease in rehypothecation, reduced securities lending, and hoarding of cash by major banks is at least $5 trillion. In order to mitigate counterparty risk, there have been regulatory initiatives to establish central counterparties (CCPs). From a policy perspective, counterparty risk remains large at present and recent experience has shown that OTC derivative positions are not supported by sufficient capital, constituting a major risk for participants in this market | |
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| id | DE-604.BV048350097 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:19Z |
| institution | BVB |
| isbn | 1451873204 9781451873207 |
| language | English |
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| publishDate | 2009 |
| publishDateSearch | 2009 |
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| publisher | International Monetary Fund |
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| series2 | IMF Working Papers |
| spellingShingle | Aitken, James Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties |
| title | Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties |
| title_auth | Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties |
| title_exact_search | Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties |
| title_full | Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties Aitken, James |
| title_fullStr | Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties Aitken, James |
| title_full_unstemmed | Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties Aitken, James |
| title_short | Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties |
| title_sort | counterparty risk impacton collateral flows and role for central counterparties |
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