Collateral in wholesale financial markets
Dietrich Domanski and
Uwe Neumann
BIS Quarterly Review, 2001
Abstract:
Over the past few decades, counterparty risks generated by wholesale transactions have increasingly been covered by bilateral collateral agreements. A report by the Committee on the Global Financial System (CGFS), often referred to as the Johnson report,1 pointed to inadequacies in collateral practices as creating problems in the functioning of markets in autumn 1998. The CGFS followed up by setting up a working group to review trends in collateral use. The report of the Working Group on Collateral was published in March.2 This article presents some of its main findings.
Date: 2001
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
https://www.bis.org/publ/r_qt0109g.pdf (application/pdf)
https://www.bis.org/publ/r_qt0109g.htm (text/html)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bis:bisqtr:0109g
Access Statistics for this article
BIS Quarterly Review is currently edited by Christian Upper
More articles in BIS Quarterly Review from Bank for International Settlements Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler ().