Author

Contributions

  • International Monetary Fund. Policy Development and Review Dept. - Contributor

Publication

2005 - International Monetary Fund, Policy Review Dept., Washington, D.C, District of Columbia

Language

English

Word Count

6,250 words, Guess

Page Count

25 pages

Identifiers

Description

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.

Subjects

Series Statement

  • IMF working paper -- WP/05/61

Links

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