OTC Derivatives: Bilateral Trading and Central Clearing [推广有奖]

0关注
324
粉丝

已卖：113042份资源

泰斗

25%

还不是VIP/贵宾

TA的文库 其他...

大家开心文库

威望: 9 级
论坛币: 1040298 个
通用积分: 1075.0628
学术水平: 3622 点
热心指数: 3604 点
信用等级: 3048 点
经验: 611229 点
帖子: 1865
精华: 204
在线时间: 2078 小时
注册时间: 2013-10-3
最后登录: 2026-1-10

楼主

大家开心 发表于 2014-7-2 09:41:50 |AI写论文

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

The OTC derivatives market has been hit by a massive wave of regulatory change. Capital and margin requirements have increased, trade reporting has been mandated, and execution mechanisms are evolving. Most of all, central clearing is being imposed for many transactions.

OTC Derivatives: Bilateral Trading and Central Clearing explains the new rules and the new models. It discusses the traditional bilateral market, then sets out how this will change due to mandatory central clearing and the new ways in which OTC derivatives will have to be traded, reported, and processed. The risks of OTC derivatives clearing houses are discussed in detail, as are the protections that CCPs have against these risks. The book also looks at alternatives to some of the policy decisions that have been made, showing the balance between costs and benefits of various different approaches to derivatives market stability. The book is both a detailed primer on OTC derivatives clearing and a powerful insight into post-crisis financial regulation.

Key features of the book include:

• A discussion of the capital rules for OTC derivatives counterparty credit risk in Basel III;
• An account of OTC derivatives trade processing in both bilateral and cleared markets;
• A detailed account of the risk profile of OTC derivatives CCPs;
• An explanation of the risks run in various collateral segregation models; and
• A comparison of various macro-prudential tools for enhancing the financial stability of OTC derivatives markets.