Capital Requirements for Over-the-Counter Derivatives Central Counterparties /
The central counterparties dominating the market for the clearing of over-the-counter interest rate and credit derivatives are globally systemic. Employing methodologies similar to the calculation of banks' capital requirements against trading book exposures, this paper assesses the sensitivity...
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| Format: | Journal |
| Language: | English |
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Washington, D.C. :
International Monetary Fund,
2013.
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| Series: | IMF Working Papers; Working Paper ;
No. 2013/003 |
| Online Access: | Full text available on IMF |