Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties /
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 adve...
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| Format: | Book |
| Language: | English |
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Washington, D.C. :
International Monetary Fund,
2009
Washington, D.C. : 2009 |
| Series: | IMF Working Papers ;
Working Paper No. 09/173 IMF Working Papers ; Working Paper no. 09/173 IMF Working Papers; Working Paper ; No. 2009/173 IMF eLibrary |
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