Template-Type: ReDIF-Article 1.0
Author-Name: Sirio Aramonte
Author-Name: Wenqian Huang
Title: OTC derivatives: euro exposures rise and central clearing advances
Abstract: 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.
Journal: BIS Quarterly Review
File-URL: http://www.bis.org/publ/qtrpdf/r_qt1912j.pdf
File-Format: Application/pdf
File-URL: http://www.bis.org/publ/qtrpdf/r_qt1912j.htm
File-Format: text/html
Year: 2019
Month: December
Classification-JEL: G10; G18; G23
Handle: RePEc:bis:bisqtr:1912j