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Price risk intermediation in the over-the-counter derivatives markets: interpretation of a global survey

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Author Info
John Kambhu
Frank Keane
Catherine Benadon
Abstract

In April 1995, central banks in twenty-six countries conducted a global survey of the financial derivatives markets' size and structure. The authors' analysis of the survey results suggests that at the time of the survey, dealers in the aggregate assumed only small exposures to price risks in meeting end-user demands. In addition, despite the derivatives markets' large size, potential price shocks there would still be appreciably smaller in scale than price shocks in the cash markets. Thus, the overall effect of derivatives markets may be to modify and redistribute exposures to price risks in the financial system, rather than to leverage those exposures.

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Article provided by Federal Reserve Bank of New York in its journal Economic Policy Review.

Volume (Year): (1996)
Issue (Month): Apr ()
Pages: 1-15
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Handle: RePEc:fip:fednep:y:1996:i:apr:p:1-15:n:v.2no.1

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Keywords: Derivative securities ; Prices;

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Cited by:
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  1. John Kambhu, 1997. "Interest rate options dealers' hedging in the US dollar fixed income market," Research Paper 9719, Federal Reserve Bank of New York. [Downloadable!]
  2. John E. Kambhu, 1998. "Dealers' hedging of interest rate options in the U.S. dollar fixed-income market," Economic Policy Review, Federal Reserve Bank of New York, issue Jun, pages 35-58. [Downloadable!]
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This page was last updated on 2009-12-3.


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