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An Algorithm to Estimate the Total Amount of Collateral Required Before and After Financial Reform Initiatives in Various Regulatory Jurisdictions John McPartland, Paymon Khorrami, Rajeev Ranjan, Kirstin Wells∗ Introd
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Document Date: 2011-06-10 13:27:49
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File Size: 200,28 KB
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Company
CCP /
CFTC /
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Country
United States /
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Currency
USD /
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IndustryTerm
settlement systems /
energy /
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NaturalFeature
Constant mt /
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Organization
FX /
International Swaps and Derivatives Association /
Board of Governors of the Federal Reserve System /
Federal Reserve Bank of Chicago /
Secured Party /
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Person
Gensler /
Kirstin Wells /
Bt /
Rajeev Ranjan /
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Position
custodian /
trustee /
Chairman /
dealer /
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ProvinceOrState
Iowa /
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SocialTag
United States housing bubble
Interest rate swap
Credit default swap
Derivative
Swap
Repurchase agreement
International Swaps and Derivatives Association
Futures contract
Dodd–Frank Wall Street Reform and Consumer Protection Act
Financial economics