Li Lin

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Capital Requirements for Over-the-Counter Derivatives Central Counterparties

IMF Working Paper No. 13/3
Number of pages: 48 Posted: 28 Feb 2013
Li Lin and Jay Surti
affiliation not provided to SSRN and International Monetary Fund (IMF)
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Abstract:

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Banks, Capital, Central counterparties, Economic models, Financial instruments, G-14 dealers, International capital markets, capital, cash flows, credit derivatives, default fund, derivative, derivative contracts, derivatives instruments, derivatives markets, derivatives trading, derivatives transactions, discount rate, financial institutions, financial instruments, financial market, financial markets, financial stability, financial statements, financial system, fixed income, future cash flows, hedging, hedging strategies, initial margin, interest rate derivative, interest rate derivatives, interest rate futures, interest rate risk, international capital, international capital markets, inter