Committee on the Global Financial System

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CGFS - Derivatives

Jan 2005 No 23: The role of ratings in structured finance: issues and implications
Introduction of CGFS publication 'The role of ratings in structured finance: issues and implications', January 2005.

Jan 2003 No 20: Credit risk transfer
Executive summary of CGFS publication 'Credit risk transfer', January 2003.

Sep 1998 No 8: Report on OTC Derivatives: Settlement procedures and counterparty risk management
Report on OTC Derivatives: Settlement procedures and counterparty risk management (CGFS Publications No. 8)

Jul 1996 No 6: Proposals for improving global derivatives market statistics
Proposals for improving global derivatives market statistics (CGFS Publications No. 6)

Feb 1995 No 5: Issues of measurement related to market size and macroprudential risks in derivatives markets (Brockmeijer Report)
Issues of measurement related to market size and macroprudential risks in derivatives markets (CGFS Publications No. 5)

Nov 1994 No 4: Compendium of annexes to the report on macroeconomic and monetary policy issues raised by the growth of derivatives markets (Hannoun Report)
Compendium of annexes to the report on macroeconomic and monetary policy issues raised by the growth of derivatives markets (CGFS Publications No. 4a)

Nov 1994 No 4: Macroeconomic and monetary policy issues raised by the growth of derivatives markets (Hannoun Report)
Macroeconomic and monetary policy issues raised by the growth of derivatives markets (CGFS Publications No. 4)