Over-the-counter derivatives
6. Finance: Over-the-Counter Derivatives
... OTC derivatives, central counterparties and trade ...OTC derivatives contracts, and (4) risk mitigation standards for OTC derivatives that are not cleared ...other over-the counter ...
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Price risk intermediation in the over-the-counter derivatives markets: interpretation of a global survey
... the over-the-counter deriva- tives markets’ importance and ...their derivatives usage and a scaling back of activity in highly structured ...the over-the-counter derivatives ...
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Canadian Securities Administrators Consultation Paper on Over-the- Counter Derivatives Regulation in Canada
... on Over-the-Counter Derivatives Regulation in ...for over 99 per cent of the life and health insurance in force in Canada and contribute to the financial well-being of millions of Canadians by ...
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Mis-selling of over-the-counter derivatives: a call for more hamornized interplay between private law and financial regulation
... 212 See David T Llewellyn, ‘Institutional structure of financial regulation and supervision: the basic issues’ (6th and 7th June. 2006) World Bank seminar Aligning Supervisory Structures with Country Needs, 27-28 213 ...
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Clearing over-the-counter derivatives
... The market provides a fairly accurate estimate of the value of a position, and even a very large position can be sold to the market over a relatively short period. On the other hand, specialized OTC derivative ...
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Regulating the Invisible: The Case of Over-the-Counter Derivatives
... In this section, I first describe several regulatory challenges in the OTC deriv- ative markets motivating my public-private partnership framework solution: the difficulty [r] ...
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Over-the-Counter Derivatives Markets in Ireland - An Overview
... OTC derivatives markets, which are conducted every three ...OTC derivatives market exists in Ireland with average daily turnover of ...for over 83 per cent of total OTC derivatives ...rate ...
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Over-the-Counter Derivatives Markets and the Commodity Exchange Act
... OTC derivatives should be accompanied by explicit authority for the CFTC to provide appropriate regulatory relief for exchange-traded financial futures if deemed by the CFTC to be consistent with the public ...
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Margin-setting by Central Counterparties of over-the-counter derivatives
... VaR was developed by J. P. Morgan, who published the methodology used in estimating VaR and provided free access to estimates of the necessary underlying parameters to the general public (Risk Metrics, 1996). In 1997, ...
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Over-the-Counter Derivatives and Systemic Risk to the Global Financial System
... Considering the banks -- and other financial institutions -- which act as dealers and the regulatory agencies which supervise them, it turns out that the risks associated with derivative[r] ...
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The foreign exchange and over-the-counter derivatives markets in the United Kingdom
... currency derivatives, but compensated for this by increasing their share of the interest rate derivatives market from 37% to ...currency derivatives market were Swiss firms (of which nine are active ...
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Irish Results of the BIS Foreign Exchange and Over-the-Counter Derivatives Survey 2007
... interest-rate derivatives attributable to FRAs was replaced by an increased proportion of interest-rate swaps, which jumped from just 11 per cent in 1995 to 72 per cent in the 2001 survey, and accounted for 96 per ...
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Canadian Securities Administrators Consultation Paper on Over the Counter Derivatives Regulation in Canada
... OTC derivatives markets and developing policy recommendations related to implementing the G20 ...Canadian derivatives markets, and is now known as Canadian Market Infrastructure Committee ...
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Re: Consultation Paper on the proposed regulatory regime for the over the counter derivatives market in Hong Kong
... of derivatives currently traded OTC is a necessary step to facilitate greater trading transparency through the use of exchanges and other electronic trading venues, and to make CCP clearing safe and ...of ...
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Regulation of Over-the-Counter Derivatives Under the Dodd-Frank Wall Street Reform and Consumer Protection Act
... OTC derivatives market practices and to the conduct of business generally by banking organizations, financial entities and other market participants — in combination with transition periods that may be overly ...
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Over-the-counter interest rate derivatives
... the over-the-counter derivatives market has revolutionized the nature of financial intermediation in money markets in a span covering a little more than a ...benefits derivatives offer firms ...
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Chapter 16 OVER-THE-COUNTER INTEREST RATE DERIVATIVES
... the over-the-counter derivatives market has revolutionized the nature of financial intermediation in money markets in a span covering a little more than a ...benefits derivatives offer firms ...
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Valuation Of Over-the-counter (otc) Derivatives With Collateralization
... price derivatives based on no-arbitrage arguments with respect to some underlying primary asset like a stock or a ...pricing derivatives securities, such as forwards, swaps, futures, options, collateralized ...
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Over-the-Counter (OTC) Derivatives in Asia: The Impact of Regulations
... non-CCP-cleared derivatives, the margin charges are likely to be much higher than those for CCP-cleared trades and in line with the requirements published by BIS/IOSCO in September ...
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Transparency in Over-the-counter Interest rate derivatives Markets
... rate derivatives repository indicate around 3,011,004 transactions in interest rate swaps–all currencies included– in July 2010, representing a total notional of 339532 billion ...
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