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Counterparty Risk, Impact on Collateral Flows and Role for Central Counterparties
International Monetary Fund (2009)
CA$12.22

Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after...

Deleveraging After Lehman--Evidence from Reduced Rehypothecation
International Monetary Fund (2009)
CA$12.22

Rehypothecation is the practice that allows collateral posted by, say, a hedge fund to their prime...

The Use (and Abuse) of CDS Spreads During Distress
International Monetary Fund (2009)
CA$12.22

Credit Default Swap spreads have been used as a leading indicator of distress. Default probabilities...

Financial Plumbing and Monetary Policy
IMF Working Papers Series (Working Paper No. 14/111)
International Monetary Fund (2014)
CA$12.22

This paper focuses on how changes in financial plumbing of the markets may impact the monetary...

Managing the Fed's Liftoff and Transmission of Monetary Policy
IMF Working Papers Series (Working Paper No. 15/202)
International Monetary Fund (2015)
CA$12.22

In recent years, many money and repo rates in the United States have been between zero and 25 basis...

Collateral Reuse and Balance Sheet Space
International Monetary Fund (2017)
CA$12.22

Transactions on wholesale capital markets are often secured by marketable collateral. However,...

Central Bank Balance Sheet Policies and Spillovers to Emerging Markets
International Monetary Fund (2017)
CA$12.22

We develop a theoretical model that shows that in the near future, the monetary policies of some key...

Leverage—A Broader View
International Monetary Fund (2018)
CA$12.22

Traditional measures of leverage in the financial system tend to reflect bank balance sheet data....

Central Counterparties Resolution—An Unresolved Problem
International Monetary Fund (2018)
CA$12.22

Recovery and resolution regimes are being developed for central counterparties (CCPs).We analyse...

The Morning After--The Impact on Collateral Supply After a Major Default
International Monetary Fund (2018)
CA$12.22

Changes to the regulatory system introduced after the financial crisis include not only mandatory...