A framework for the surveillance of derivatives activities
By: prepared by Eva Gutierrez.
Contributors: International Monetary Fund. Policy Development and Review Dept.
Series: IMF working paper -- WP/05/61
Publisher: International Monetary Fund, Policy Review Dept.
Published: 2005
Place of publication: Washington, D.C
Language: eng
Number of pages: 25
Subjects: Derivative securities.
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.
Notes: "March 2005."

Includes bibliographical references (p. 24-25).

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