Publications Search Results

September 01, 2014

The search found 17 of 12775 documents sorted by Date with the following criteria:
Subject / Keyword: Derivatives

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1.

Title: "Puts" in the Shadow
Author/Editor: Singh, Manmohan
Series: Working Paper No. 12/229
Published: September 1, 2012
Subject(s): Banking systems | Financial institutions | Nonbank financial sector | Shadow economy
Author's keyword(s): shadow banking | money market funds | tri-party repo | OTC derivatives | CCPs | Floating Rate Notes | collateral | SIFIs | SIBs | non-banks

 

2.

Title: CDS Spreads in European Periphery - Some Technical Issues to Consider
Author/Editor: Bilal, Mohsan ; Singh, Manmohan
Series: Working Paper No. 12/77
Published: March 1, 2012
Subject(s): Bond markets | Bonds | Economic models | Europe
Author's keyword(s): CDS spreads; peripheral Europe; stochastic recovery rate; probability of default; collateral use in OTC derivatives; cheapest-to-deliver bonds; price of risk

 

3.

Title: Operative Principles of Islamic Derivatives - Towards a Coherent Theory
Author/Editor: Jobst, Andreas ; Sole, Juan
Series: Working Paper No. 12/63
Published: March 1, 2012
Subject(s): Financial instruments | Islamic banking | Risk management
Author's keyword(s): Derivatives | Islamic risk management | Islamic finance | shari’ah compliance | sukuk | mudaraba | ijarah | murabaha | riba | istisna | gharar | maisir | maslaha.

 

4.

Title: Making OTC Derivatives Safe - A Fresh Look
Author/Editor: Singh, Manmohan
Series: Working Paper No. 11/66
Published: March 1, 2011
Subject(s): Bankruptcy | Capital markets | Credit risk | Financial institutions | Financial instruments | Risk management
Author's keyword(s): Collateral; Netting; Interoperability; OTC Derivatives; Central Bank LOLR; CCPs

 

5.

Title: Collateral, Netting and Systemic Risk in the OTC Derivatives Market
Author/Editor: Singh, Manmohan
Series: Working Paper No. 10/99
Published: April 1, 2010
Subject(s): Asset management | Banks | Capital | Capital markets | Credit risk | Financial institutions | Financial instruments | Financial risk | Securities regulations
Author's keyword(s): Collateral; Netting; Margin; CCPs; OTC derivatives; Central Clearinghouse

 

6.

Title: Credit Derivatives: Systemic Risks and Policy Options?
Author/Editor: Kiff, John ; Elliott, Jennifer A. ; Kazarian, Elias G. ; Scarlata, Jodi G. ; Spackman, Carolyne
Series: Working Paper No. 09/254
Published: November 1, 2009
Subject(s): Asset management | Credit risk | Financial instruments | Financial stability | Fiscal policy | Securities markets | Securities regulations | Transparency
Author's keyword(s): Financial Derivatives | Financial Stability

 

7.

Title: The Derivatives Market in South Africa: Lessons for sub-Saharan African Countries
Author/Editor: Adelegan, Olatundun Janet
Series: Working Paper No. 09/196
Published: September 1, 2009
Subject(s): Bond markets | Capital flows | Capital markets | Financial instruments | Financial risk | Investment | Liquidity management | Risk management | Securities markets | Securities regulations | South Africa | Stock markets | Sub-Saharan Africa
Author's keyword(s): derivatives | South Africa | options | futures

 

8.

Title: Counterparty Risk, Impact on Collateral Flows and Role for Central Counterparties
Author/Editor: Singh, Manmohan ; Aitken, James
Series: Working Paper No. 09/173
Published: August 1, 2009
Subject(s): Banking sector | Bankruptcy | Banks | Bonds | Capital markets | Financial institutions | Financial instruments | Financial risk | Nonbank financial sector | Securities markets
Author's keyword(s): Counterparty Risk | Large Complex Financial Institutions | OTC derivatives | Collateral Flow | Central Counterparties

 

9.

Title: Counterparty Risk in the Over-The-Counter Derivatives Market
Author/Editor: Segoviano Basurto, Miguel A. ; Singh, Manmohan
Series: Working Paper No. 08/258
Published: November 1, 2008
Subject(s): Capital markets | Stock markets | Securities markets | Risk management | Banking systems | Bank regulations
Author's keyword(s): Counterparty risk | banking system stability | OTC derivatives | regulation

 

10.

Title: Is Central Bank Intervention Effective Under Inflation Targeting Regimes? The Case of Colombia
Author/Editor: Kamil, Herman
Series: Working Paper No. 08/88
Published: April 1, 2008
Subject(s): Central banks | Colombia | Central bank role | Inflation targeting | Emerging markets | Intervention | Exchange rate management | Exchange rate appreciation
Author's keyword(s): central bank intervention; effectiveness; derivatives markets.

 

11.

Title: The Capital Markets of Emerging Europe: Institutions, Instruments and Investors
Author/Editor: Iorgova, Silvia ; Ong, Li L.
Series: Working Paper No. 08/103
Published: April 1, 2008
Subject(s): Capital markets | Europe | Emerging markets | Financial instruments | Investment | Corporate governance | Transparency | Foreign exchange | Stock markets | Bonds
Author's keyword(s): Benchmarks | bonds | corporate governance and transparency | derivatives | foreign exchange | institutional investors | market infrastructure | stock markets. exchange | institutional investors | market infrastructure | stock markets

 

12.

Title: Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Author/Editor: Chan-Lau, Jorge A.
Series: Working Paper No. 06/148
Published: June 1, 2006
Subject(s): Credit risk | Credit tranches
Author's keyword(s): Equity returns | default risk | credit derivatives | credit derivatives indices | collateralized debt obligations

 

13.

Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
Author/Editor: Chan-Lau, Jorge A. ; Ong, Li L.
Series: Working Paper No. 06/139
Published: June 1, 2006
Subject(s): Credit risk | United Kingdom | Capital markets | Financial stability
Author's keyword(s): CDO | CDS | credit derivatives | credit risk transfer | structured credit products

 

14.

Title: Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective
Author/Editor: Chan-Lau, Jorge A. ; Lu, Yinqiu
Series: Working Paper No. 06/107
Published: April 1, 2006
Subject(s): Financial risk | Europe | Credit risk | Risk management | Financial sector | Debt | Credit tranches | Asset prices | International capital markets | Corporate sector
Author's keyword(s): Systemic risk | idiosyncratic risk | credit derivatives | credit derivatives indices | collateralized debt obligations | tranches

 

15.

Title: A Framework for the Surveillance of Derivative Activities
Author/Editor: Gutierrez, Eva
Series: Working Paper No. 05/61
Published: March 1, 2005
Subject(s): Financial stability | Financial crisis | Enhanced Surveillance
Author's keyword(s): Derivatives | Surveillance | Financial Stability

 

16.

Title: Hedging Foreign Exchange Risk in Chile: Markets and Instruments
Author/Editor: Chan-Lau, Jorge A.
Series: Working Paper No. 05/37
Published: February 1, 2005
Subject(s): Foreign exchange | Chile | Markets | Currencies
Author's keyword(s): Chile | derivatives market | forward contracts | currency options

 

17.

Title: Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
Author/Editor: Chan-Lau, Jorge A. ; Kim, Yoon Sook
Series: Working Paper No. 04/27
Published: February 1, 2004
Subject(s): Stock markets | Credit | Bonds | Emerging markets | Economic models
Author's keyword(s): Credit derivatives | bond spreads | equity prices | price discovery | equilibrium | emerging markets

 

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