Series: IMF Working Papers
Author(s): Dermot Turing , and Manmohan Singh
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 31 October 2018
Keywords: Liquidity, Default, International financial markets, HQLA, clearing, derivatives, CCPs, liquidity coverage ratio, VMGH, initial margin
Changes to the regulatory system introduced after the financial crisis include not only mandatory clearing of OTC derivatives at central counterparties and margining of uncleared derivatives, but also prudential me...