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How to use Trade Repository data on OTC derivatives for analysis - a practical framework

In: Statistics and beyond: new data for decision making in central banks

Author

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  • Silvia Pezzini
  • Henry Chan
  • Wenjing Shi

Abstract

No abstract is available for this item.

Suggested Citation

  • Silvia Pezzini & Henry Chan & Wenjing Shi, 2026. "How to use Trade Repository data on OTC derivatives for analysis - a practical framework," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics and beyond: new data for decision making in central banks, volume 66, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:66-11
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    File URL: https://www.bis.org/ifc/publ/ifcb66_11.pdf
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    References listed on IDEAS

    as
    1. Kevin Cheng & Zijun Liu & Silvia Pezzini & Liang Yu, 2023. "Building an integrated surveillance framework for highly leveraged NBFIs – lessons from the HKMA," BIS Papers, Bank for International Settlements, number 137.
    2. Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios, 2017. "Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
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