IMF Publications by Subject
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Derivative markets:
2021
Title: Establishing a Foreign Exchange Futures Market in China
Series: Working Paper No. 2021/268
Date: November 12, 2021
Subject: Currency markets Derivative markets Financial crises Financial markets Futures markets Over-the-counter markets
2015
Title: South Africa: Financial Sector Assessment Program-Reforms in the OTC Derivatives Market-Technical Note
Series: Country Report No. 2015/052
Date: March 3, 2015
Subject: Banking Central counterparty clearing house Derivative markets Financial markets Financial regulation and supervision Over-the-counter markets Payment systems Principles for Financial Market Infrastructures
2012
Title: Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax
Series: Working Paper No. 2012/282
Date: November 30, 2012
Subject: Banking Derivative markets Financial contagion Financial derivatives Financial institutions Financial markets Financial sector policy and analysis Systemic risk Systemically important financial institutions
Title: CDS Spreads in European Periphery: Some Technical Issues to Consider
Series: Working Paper No. 2012/077
Date: March 1, 2012
Subject: Banking Bonds Collateral Credit default swap Derivative markets Financial institutions Financial markets Money Over-the-counter markets
Title: Pricing of Sovereign Credit Risk: Evidence From Advanced Economies During the Financial Crisis
Series: Working Paper No. 2012/024
Date: January 1, 2012
Subject: Credit default swap Credit risk Derivative markets Financial crises Financial institutions Financial markets Financial regulation and supervision Money Sovereign bonds
2011
Title: Developing Asean5 Bond Markets: What Still Needs to Be Done?
Series: Working Paper No. 2011/135
Date: June 1, 2011
Subject: Banking Derivative markets Financial institutions Financial markets Financial regulation and supervision Liquidity risk Money markets Securities Securities markets
2010
Title: United States: Publication of Financial Sector Assessment Program Documentation: Technical Note on Regulatory Reform: OTC Derivatives
Series: Country Report No. 2010/252
Date: July 30, 2010
Subject: Collateral Credit Derivative markets Financial crises Financial institutions Financial markets Money Over-the-counter markets
Title: Collateral, Netting and Systemic Risk in the OTC Derivatives Market
Series: Working Paper No. 2010/099
Date: April 1, 2010
Subject: Central counterparty clearing house Collateral Credit default swap Derivative markets Financial institutions Financial markets Financial sector policy and analysis Money Systemic risk
2009
Title: Credit Derivatives: Systemic Risks and Policy Options?
Series: Working Paper No. 2009/254
Date: November 1, 2009
Subject: Central counterparty clearing house Credit Credit default swap Credit risk Derivative markets
Title: The Derivatives Market in South Africa: Lessons for Sub-Saharan African Countries
Series: Working Paper No. 2009/196
Date: September 1, 2009
Subject: Derivative markets Financial institutions Financial markets Futures Futures markets Options Over-the-counter markets