{
  "title": "A Framework for the Surveillance of Derivatives Activities",
  "publication": "IMF Working Papers, March 1, 2005",
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  "summary": "This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose of",
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      "heading": "Overview",
      "content": "- This paper proposes a framework for the surveillance of financial institutions' derivatives activities.\n- The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose of their own risk management."
    },
    {
      "heading": "Four-Pillar Framework",
      "content": "- Pillar (i): analyzing quantitative information on Derivatives activities.\n- Pillar (ii): determining the adequacy of prudential regulations and supervisory arrangements.\n- Pillar (iii): assessing the risk mitigation infrastructure.\n- Pillar (iv): assessing the degree of market transparency of the derivatives activities of financial institutions."
    },
    {
      "heading": "Key findings and emphases",
      "content": "- The framework emphasizes use of supervisory and market-participant information for surveillance.\n- Focus areas include prudential regulation adequacy, supervisory arrangements, risk mitigation infrastructure, market transparency, and quantitative analysis of derivatives positions and exposures."
    },
    {
      "heading": "Subject, keywords, and thematic scope",
      "content": "- Subject: Banking, Credit, Credit risk, Liquidity risk, Market risk\n- Keywords: amount, credit derivative, derivative instrument, derivatives activity, risk, WP\n\n---\n\n Content in this bundle\n\n- Wp0561\n  - Wp0561 (Markdown version){rel=\"alternate\" type=\"text/markdown\"}\n  - Wp0561 (PDF){rel=\"external\" type=\"application/pdf\"}\n\n---\n\nSource: https://www.imf.org/en/publications/wp/issues/2016/12/31/a-framework-for-the-surveillance-of-derivatives-activities-18110"
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    "Authors: Eva Gutierrez",
    "Published: March 1, 2005",
    "Series: IMF Working Papers",
    "DOI: https://doi.org/10.5089/9781451860801.001",
    "This paper proposes a framework for the surveillance of financial institutions' derivatives activities.",
    "The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose of their own risk management.",
    "Pillar (i): analyzing quantitative information on Derivatives activities.",
    "Pillar (ii): determining the adequacy of prudential regulations and supervisory arrangements.",
    "Pillar (iii): assessing the risk mitigation infrastructure.",
    "Pillar (iv): assessing the degree of market transparency of the derivatives activities of financial institutions.",
    "The framework emphasizes use of supervisory and market-participant information for surveillance.",
    "Focus areas include prudential regulation adequacy, supervisory arrangements, risk mitigation infrastructure, market transparency, and quantitative analysis of derivatives positions and exposures.",
    "Subject: Banking, Credit, Credit risk, Liquidity risk, Market risk",
    "Keywords: amount, credit derivative, derivative instrument, derivatives activity, risk, WP",
    "**Wp0561**"
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