The Morning After--The Impact on Collateral Supply After a Major Default
October 31, 2018
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Banking, Central counterparty clearing house, Collateral, Currencies, Financial crises, Financial institutions, Financial markets, Financial regulation and supervision, Liquidity requirements, Money
Keywords: B. initial margin, Capital requirement, CCPs, Central counterparty clearing house, Class clearing members, Clearing, Collateral, Currencies, Default, Default fund contribution, Derivative trade, Derivatives, Europe, Global, HQLA, Initial margin hike, Initial margin increase, Liquidity, Liquidity coverage ratio, Liquidity coverage requirement, Liquidity requirements, Market participant, Overall-market impact, U.S. dollar, Unreceived variation margin due, Variation margin amount, VMGH, WP
Publication Details
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Pages:
26
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2018/228
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Stock No:
WPIEA2018228
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ISBN:
9781484381922
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ISSN:
1018-5941