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e-book : Central Counterparties: Mandatory Clearing and Bilateral Margin Requirements for OTC Derivatives.

Livre électronique

GREGORY Jon

WILEY

2014

328

MARCHE DERIVE ; SPECULATION ; RISQUE FINANCIER

Lien ebook : https://onlinelibrary-wiley-com.ezproxy.univ-catholille.fr/d...

eISBN : 9781118891568

Sommaire : Acknowledgements
Part I: Background

1 Introduction
2 Exchanges, OTC Derivatives, DPCs and SPVs
3 Basic Principles of Central Clearing
4 The Global Financial Crisis and the Clearing of OTC Derivatives

Part II: Counterpa rty Risk, Netting and Margin

5 Netting
6 Margining
7 Counterparty Risk in OTC Derivatives

Part III: Structure and Mechanics of Clearing

8 The Basics of CCP Operation
9 Margin and Default Fund Methodologies
10 The Loss Waterfall and Loss Allocation Methods
11 Client Clearing, Segregation and Portability

Part IV: Analysis of the Impa ct and Risks ofCe ntral Clearing

12 Analysis of the Impact of Clearing and Margining
13 The Cost and Impact of Clearing and Margining
14 Risks Caused by CCPs
15 The Future Impact on Financial Markets
Glossary
References
Index

Collection : FINANCE SERIES

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque