How Long to Read Capital Requirements for Over-the-Counter Derivatives Central Counterparties

How Long Does it Take to Read Capital Requirements for Over-the-Counter Derivatives Central Counterparties?

It takes the average reader and 48 minutes to read Capital Requirements for Over-the-Counter Derivatives Central Counterparties by Ms.Li Lin

Assuming a reading speed of 250 words per minute. Learn more

Description

The central counterparties dominating the market for the clearing of over-the-counter interest rate and credit derivatives are globally systemic. Employing methodologies similar to the calculation of banks’ capital requirements against trading book exposures, this paper assesses the sensitivity of central counterparties’ required risk buffers, or capital requirements, to a range of model inputs. We find them to be highly sensitive to whether key model parameters are calibrated on a point-in-time versus stress-period basis, whether the risk tolerance metric adequately captures tail events, and the ability—or lack thereof—to define exposures on the basis of netting sets spanning multiple risk factors. Our results suggest that there are considerable benefits from having prudential authorities adopt a more prescriptive approach to for central counterparties’ risk buffers, in line with recent enhancements to the capital regime for banks.

How long is Capital Requirements for Over-the-Counter Derivatives Central Counterparties?

Capital Requirements for Over-the-Counter Derivatives Central Counterparties by Ms.Li Lin is 47 pages long, and a total of 12,079 words.

This makes it 16% the length of the average book. It also has 15% more words than the average book.

How Long Does it Take to Read Capital Requirements for Over-the-Counter Derivatives Central Counterparties Aloud?

The average oral reading speed is 183 words per minute. This means it takes 1 hour and 6 minutes to read Capital Requirements for Over-the-Counter Derivatives Central Counterparties aloud.

What Reading Level is Capital Requirements for Over-the-Counter Derivatives Central Counterparties?

Capital Requirements for Over-the-Counter Derivatives Central Counterparties is suitable for students ages 8 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Capital Requirements for Over-the-Counter Derivatives Central Counterparties?

Capital Requirements for Over-the-Counter Derivatives Central Counterparties by Ms.Li Lin is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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