Mexico: Financial Sector Assessment Program Update: Technical Note: Derivatives Market: Overview and Potential Vulnerabilities
IMF Staff Country Reports, May 15, 2007
Source details
- Canonical URL
- Mexico: Financial Sector Assessment Program Update: Technical Note: Derivatives Market: Overview and Potential Vulnerabilities
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Bibliographic details
- Published: May 15, 2007
- Series: IMF Staff Country Reports
- DOI: https://doi.org/10.5089/9781451825770.002
Overview of the note
- Provides an overview of Mexico’s derivatives markets.
- Describes concisely the derivatives regulatory framework and risk management practices in financial institutions active in these markets.
- Identifies the over-the-counter (OTC) derivatives market as the most important derivatives market in Mexico and notes it is fully integrated with the global derivatives market.
- Traces the origin of the OTC derivatives market to the 1994 Mexican crisis that forced Mexico to abandon its fixed exchange rate regime.
Key findings about market structure and risks
- The most important derivatives market in Mexico is the over-the-counter (OTC) derivatives market.
- The Mexican OTC derivatives market is fully integrated with the global derivatives market.
- The origin of the OTC derivatives market is linked to the 1994 Mexican crisis and the abandonment of the fixed exchange rate regime.
Regulatory framework and risk management (scope)
- The technical note describes the derivatives regulatory framework in Mexico.
- The technical note describes risk management practices in financial institutions active in derivatives markets.
Subject areas and keywords (as listed)
- Subject: Derivative markets, Expenditure, Financial institutions, Financial markets, Futures, Options, Over-the-counter markets, Pension spending
- Keywords: CR, Derivative markets, derivatives contract, derivatives dealer, derivatives market, derivatives transaction, exchange-traded derivative, Futures, Global, interest rate derivative, interest rate options market, ISCR, market participant, Mexican OTC derivatives market, Mexican peso, Options, Over-the-counter markets, Pension spending, repo market, swap market, TIIE swap market, U.S. dollar
Publication and metadata (exact values)
- Publication date: May 15, 2007
- Pages: 19
- Volume: 2007
- Issue: 169
- Series: Country Report No. 2007/169
- DOI: https://doi.org/10.5089/9781451825770.002
- Stock No: 1MEXEA2007008
- ISBN: 9781451825770
- ISSN: 1934-7685
International Monetary Fund. "Mexico: Financial Sector Assessment Program Update: Technical Note: Derivatives Market: Overview and Potential Vulnerabilities", IMF Staff Country Reports 2007, 169 (2007), accessed 9/22/2026, https://doi.org/10.5089/9781451825770.002
Content in this bundle
- Cr07169