A Framework for the Surveillance of Derivative Activities
AbstractThis 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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Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 05/61.
Date of creation: 01 Mar 2005
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-22 (All new papers)
- NEP-FIN-2005-10-22 (Finance)
- NEP-FMK-2005-10-22 (Financial Markets)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Bank for International Settlements, 1996. "Proposals for improving global derivatives market statistics," CGFS Papers, Bank for International Settlements, number 06, January.
- Jochen R. Andritzky, 2007. "Capital Market Development in a Small Country," IMF Working Papers 07/229, International Monetary Fund.
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