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文章基本信息

  • 标题:OTC derivatives: euro exposures rise and central clearing advances
  • 本地全文:下载
  • 作者:Sirio Aramonte ; Wenqian Huang
  • 期刊名称:BIS Quarterly Review: International Banking and Financial Market Developments = BIZ-Quartalsbericht: Internationales Bankgeschäft und internationale Finanzmärkte
  • 印刷版ISSN:1012-9979
  • 出版年度:2019
  • 卷号:2019
  • 语种:English
  • 出版社:Bank for International Settlements
  • 摘要:The composition of amounts outstanding in over-the-counter derivatives shifted towards the euro and cleared instruments. Since the Great Financial Crisis, increases in central clearing rates have helped shape growth in amounts outstanding. Derivatives subject to regulatory clearing mandates were approaching full clearing, while clearing rates were low for certain products, including some with short maturities or liquid bilateral markets.
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