Measuring risk in the sovereign debt market: A Fed paper balances idealism vs. practicality

Securities Finance and other forms of OTC derivatives have always had the effect of shifting and “rehypothecating” collateral and credit risk between the parties to the transaction. Some activities, like CDS trades, are explicitly designed to commercialize the exchange of risk; others, like securities loans, shift risks as a byproduct of the trading intent.

This content requires free registration (unlocked content) or a Finadium subscription. Log in or get access today by signing up here.

Related Posts

Previous Post
ECB bank lending survey: ongoing improvements in lending
Next Post
Bloomberg: ICE introduces cleared CDS for the buy-side

Related Posts

Fill out this field
Fill out this field
Please enter a valid email address.


Reset password

Create an account