Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Look up keyword or section
Like this
4Activity
0 of .
Results for:
No results containing your search query
P. 1
Guidance to Assess the Systemic Importance of Financial Institutions, Markets

Guidance to Assess the Systemic Importance of Financial Institutions, Markets

Ratings: (0)|Views: 170|Likes:
Published by intermarketandmore

More info:

Published by: intermarketandmore on Nov 08, 2009
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

10/21/2011

pdf

text

original

 
 
Guidance to Assess the Systemic Importance of FinancialInstitutions, Markets and Instruments: Initial Considerations— Background PaperReport to theG-20 Finance Ministers and Central Bank Governors
 
Prepared by:Staff of the International Monetary Fund and the Bank for International Settlements,and the Secretariat of the Financial Stability BoardOctober 2009
 
 
 
Guidance to Assess the Systemic Importance of Financial Institutions, Markets, andInstruments: Initial Considerations—Background Paper
Prepared by Monetary and Capital Markets Department, International Monetary FundMonetary and Economics Department, Bank for International Settlements andthe Secretariat of the Financial Stability BoardOctober 28, 2009Contents Page
Tables
Figures
Appendix
I Country Survey of Systemic Issues....................................................................................42
 
2
GLOSSARY
ABCP Asset-backed commercial paper AIGFP AIG Financial ProductsBCBS Basel Committee on Banking SupervisionBIS Bank for International SettlementsCAR Capital adequacy ratioCCA Contingent claims analysisCDOs Collateralized debt obligationsCDS Credit default swapCGFS Committee on the Global Financial SystemCLOs Collateralized loan obligationsDNB De Nederlandsche Bank ECB European Central Bank ECOFIN Economic and Financial Affairs CouncilFDIC Federal Deposit Insurance CorporationFRA Forward rate agreementFRBNY Federal Reserve Bank of New York IAIS International Association of Insurance SupervisorsIMF International Monetary FundIOSCO International Organization of Securities CommissionsiPOD Implied probability of defaultLBHI Lehman Brothers Holding Inc.MBBGs Major British banking groupsOIS Overnight index swapOTC Over-the-counter RAMSI Risk Assessment Model for Systemic InstitutionsRMBS Residential mortgage-backed securitiesSIVs Special investment vehiclesSRM Systemic Risk Monitor 

Activity (4)

You've already reviewed this. Edit your review.
1 thousand reads
1 hundred reads
jooolr liked this
kousnik liked this

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->