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pro vyhledávání: '"Jodi G. Scarlata"'
Credit derivative markets are largely unregulated, but calls are increasingly being made for changes to this "hands off" stance, amidst concerns that they helped to fuel the current financial crisis, or that they could be a cause of the next one. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b3f2c3183a53c41a79004c367abdbe5
http://www.imf.org/external/pubs/cat/longres.aspx?sk=23402
http://www.imf.org/external/pubs/cat/longres.aspx?sk=23402
In light of the uncertainties about valuation highlighted by the 2007-2008 market turbulence, this paper provides an empirical examination of the potential procyclicality that fair value accounting (FVA) could introduce in bank balance sheets. The pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ccbe7105f018dd5d61e9dfee5c503124
http://www.imf.org/external/pubs/cat/longres.aspx?sk=22634
http://www.imf.org/external/pubs/cat/longres.aspx?sk=22634
Autor:
Jodi G. Scarlata, Fabiana Melo, Nicolas Arregui, Mohamed Norat, Chris M. Wilson, Jay Surti, Rodolfo Wehrhahn, Antonio Pancorbo, Mamoru Yanase, Eija Holttinen
Publikováno v:
IMF Working Papers. 13:i
This paper reviews tools used to identify and measure interconnectedness and raises the awareness of policymakers as to potential cross-sectional implications of prudential tools aimed at controlling interconnectedness. The paper examines two sets of