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A Framework for the Surveillance of Derivative Activities

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  • Eva Gutierrez
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    Abstract

    This paper proposes a framework for the surveillance of financial institutions'' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose of their own risk management. The framework involves four pillars: (i) analyzing quantitative information on Derivatives activities, (ii) determining the adequacy of prudential regulations and supervisory arrangements, (iii) assessing the risk mitigation infrastructure, and (iv) assessing the degree of market transparency of the derivatives activities of financial institutions.

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    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=18110
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    Bibliographic Info

    Paper provided by International Monetary Fund in its series IMF Working Papers with number 05/61.

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    Length: 25
    Date of creation: 01 Mar 2005
    Date of revision:
    Handle: RePEc:imf:imfwpa:05/61

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    Related research

    Keywords: Financial stability; Enhanced surveillance; derivative; credit risk; credit derivatives; financial institutions; risk management; hedging; market risk; hedge; risk mitigation; financial system; derivative markets; derivative products; derivative instruments; derivatives markets; insurance supervision; derivative contracts; counterparty risk management; risk transfer; international banks; financial market; supervisory authorities; derivative transactions; credit derivative; capital requirements; risk reduction; derivatives market; risk management process; risk profile; derivatives trading; domestic financial system; derivative exchanges; arbitrage; derivative market; investment products; interest rate risk; market risk management; derivatives disclosures; credit risk exposure; derivatives market activity; bonds; insurance supervisors; emerging markets; credit risks; credit ratings; hedging strategies; derivative instrument; supervisory framework; domestic financial institutions; currency risk; bond; financial markets; interest rate derivatives; futures options; hedge funds; collateralization; risk management policies;

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    1. Bank for International Settlements, 1996. "Proposals for improving global derivatives market statistics," CGFS Papers, Bank for International Settlements, number 06, January.
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    Cited by:
    1. Jochen R. Andritzky, 2007. "Capital Market Development in a Small Country," IMF Working Papers 07/229, International Monetary Fund.

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