Similar Search Results

Counterparty Risk, Impact on Collateral Flows and Role for Central Counterparties

Aitken, James - 2009

have shifted over the past year. We estimate that the adverse impact of counterparty risk on high-grade collateral flows …

Persistent link: https://www.econbiz.de/10012677829

Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions.

Ong, Li Lian - 2006

Intro -- Contents -- I. INTRODUCTION -- II. CREDIT RISK TRANSFER INSTRUMENTS: STRUCTURED CREDIT PRODUCTS AND CREDIT DERIVATIVES -- III. INTERLINKAGES ACROSS FINANCIAL INSTITUTIONS -- IV. EXPOSURE OF U. K. FINANCIAL INSTITUTIONS TO CREDIT DERIVATIVES -- V. REGULATORY AND SUPERVISORY INITIATIVES...

Persistent link: https://www.econbiz.de/10012691054

Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices.

Chan-Lau, Jorge A. - 2006

Intro -- Contents -- I. INTRODUCTION -- II. EQUITY RETURNS AND SYSTEMATIC DEFAULT RISK -- III. EXTRACTING SYSTEMATIC DEFAULT RISK MEASURES FROM CREDIT DERIVATIVES PRICES -- IV. IS SYSTEMATIC DEFAULT RISK PRICED IN EQUITY RETURNS? -- V. CONCLUSIONS -- REFERENCES.

Persistent link: https://www.econbiz.de/10012691070

Counterparty Risk in the Over-The-Counter Derivatives Market

Singh, Manmohan - 2008

risk is measured by losses to the financial system that may result via the OTC derivative contracts from the default of one … or more banks or primary broker-dealers. We then stress the importance of ""netting"" within the OTC derivative contracts …

Persistent link: https://www.econbiz.de/10012677372

Making OTC Derivatives Safe; A Fresh Look

Singh, Manmohan - International Monetary Fund (IMF) - 2011

OTC derivatives but rather shift them from banks to CCPs. Under the present regulatory overhaul, the OTC derivative market …, indicates that the proposed changes may not provide the best solution. The paper suggests that a tax on derivative liabilities …

Persistent link: https://www.econbiz.de/10008876583

Mobile Internet, Collateral, and Banking

D'Andrea, Angelo - 2024

of land titles from the reform, used as a collateral for bank loans and mortgages. We quantify that the collateral …

Persistent link: https://www.econbiz.de/10015058546

Guaranteeing Trade in a Severe Crisis: Cash Collateral over Bank Guarantees

Kotidis, Antonis - 2023

letters of credit, which during the capital controls period had to be backed by firms' own cash collateral rather than the …

Persistent link: https://www.econbiz.de/10015059660

The Scalability of Credit-Enhanced EM Climate Debt : What Role Can Guarantees, Collateralization, Securitizations, and Investment Funds Play?

Lindner, Peter - 2025

This paper reviews the main types of credit enhancement approaches used to support climate debt issuances by EMDE borrowers. Fragmentation on the part of the providers of credit enhancements was identified as a major factor impeding scalability of credit-enhanced debt. The acceptance of...

Persistent link: https://www.econbiz.de/10015328136

Leverage? : what leverage? ; a deep dive into the U.S. flow of funds in search of clues to the global crisis

Bhatia, Ashok Vir; Bayoumi, Tamim A. - 2012

. Instead it shows, first, that the use of ill-suited collateral in the secured funding operations of U.S.-based investment …

Persistent link: https://www.econbiz.de/10009618519

Deleveraging After Lehman--Evidence from Reduced Rehypothecation

Aitken, James - 2009

Rehypothecation is the practice that allows collateral posted by, say, a hedge fund to their prime broker to be used … again as collateral by that prime broker for its own funding. In the United Kingdom, such use of a customer's assets by a …

Persistent link: https://www.econbiz.de/10012677749