Radoslav Raykov - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T19:26:44+00:00Systemic Risk and Collateral Adequacy
https://www.bankofcanada.ca/2019/06/staff-working-paper-2019-23/
Many derivatives markets use collateral requirements calculated with industry-standard but dated methods that are not designed with systemic risk in mind. This paper explores whether the conservative nature of conventional collateral requirements outweighs their lack of consideration of systemic risk.2019-06-18T10:57:47+00:00enSystemic Risk and Collateral Adequacy2019-06-18Financial institutionsFinancial marketsStaff Working Paper 2019-23https://www.bankofcanada.ca/wp-content/uploads/2019/06/swp2019-23.pdfSystemic Risk and Collateral AdequacyRadoslav RaykovJune 2019GG1G10G2G20