OTC derivatives: euro exposures rise and central clearing advances

Sirio Aramonte and Wenqian Huang

BIS Quarterly Review, 2019

Abstract: The composition of amounts outstanding in over-the-counter derivatives shifted towards the euro and cleared instruments. Since the Great Financial Crisis, increases in central clearing rates have helped shape growth in amounts outstanding. Derivatives subject to regulatory clearing mandates were approaching full clearing, while clearing rates were low for certain products, including some with short maturities or liquid bilateral markets.

JEL-codes: G10 G18 G23 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (9)

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