01712cas a2200241 a 4500 AALejournalIMF003495 230101c9999 xx r poo 0 0eng d 5.00 USD 9781451860801 1018-5941 BD-DhAAL BD-DhAAL Gutierrez, Eva. A Framework for the Surveillance of Derivatives Activities / Eva Gutierrez. Washington, D.C. : International Monetary Fund, 2005. 1 online resource (25 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose of their own risk management. The framework involves four pillars: (i) analyzing quantitative information on Derivatives activities, (ii) determining the adequacy of prudential regulations and supervisory arrangements, (iii) assessing the risk mitigation infrastructure, and (iv) assessing the degree of market transparency of the derivatives activities of financial institutions. Mode of access: Internet IMF Working Papers; Working Paper ; No. 2005/061 Full text available on IMF http://elibrary.imf.org/view/journals/001/2005/061/001.2005.issue-061-en.xml IMF e-Library