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The Morning After--The Impact on Collateral Supply After a Major Default

The Morning After--The Impact on Collateral Supply After a Major Default »

Source: The Morning After--The Impact on Collateral Supply After a Major Default

Volume/Issue: 2018/228

Series: IMF Working Papers

Author(s): Dermot Turing , and Manmohan Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 October 2018

ISBN: 9781484381922

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...

The Morning After--The Impact on Collateral Supply After a Major Default

The Morning After--The Impact on Collateral Supply After a Major Default »

Volume/Issue: 2018/228

Series: IMF Working Papers

Author(s): Dermot Turing , and Manmohan Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 October 2018

DOI: http://dx.doi.org/10.5089/9781484381922.001

ISBN: 9781484381922

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...