Abstract

http://ssrn.com/abstract=1869065
 
 

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On the Clearing of Foreign Exchange Derivatives


Darrell Duffie


Stanford University - Graduate School of Business; National Bureau of Economic Research (NBER)

April 2011

Rock Center for Corporate Governance at Stanford University Working Paper Series No. 102

Abstract:     
This note discusses the case for exempting foreign exchange derivatives from recent regulatory requirements for over-the-counter derivatives, including clearing, trade competition, and minimum collateral requirements. My conclusion is that the arguments that have been made for such an exemption are not sufficient. I focus mainly on the question of clearing, which figures prominently in arguments favoring exemption.

Number of Pages in PDF File: 11

Keywords: derivatives, foregin exchange, over-the-counter derivatives, trade competition

JEL Classification: G10, G14, G18, G28, G38


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Date posted: June 22, 2011  

Suggested Citation

Duffie, Darrell, On the Clearing of Foreign Exchange Derivatives (April 2011). Rock Center for Corporate Governance at Stanford University Working Paper Series No. 102. Available at SSRN: http://ssrn.com/abstract=1869065 or http://dx.doi.org/10.2139/ssrn.1869065

Contact Information

James Darrell Duffie (Contact Author)
Stanford University - Graduate School of Business ( email )
655 Knight Way
Knight Management Center
Stanford, CA 94305-7298
United States
650-723-1976 (Phone)
650-725-8916 (Fax)

National Bureau of Economic Research (NBER)
1050 Massachusetts Avenue
Cambridge, MA 02138
United States
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