Fragilities in the U.S. Treasury Market

Fragilities in the U.S. Treasury Market
Author :
Publisher : International Monetary Fund
Total Pages : 44
Release :
ISBN-10 : 9781513566474
ISBN-13 : 1513566474
Rating : 4/5 (74 Downloads)

Book Synopsis Fragilities in the U.S. Treasury Market by : Antoine Bouveret

Download or read book Fragilities in the U.S. Treasury Market written by Antoine Bouveret and published by International Monetary Fund. This book was released on 2015-10-13 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Changes in the structure of the U.S. Treasury market over recent years may have increased risks to financial stability. Traditional market makers have changed their liquidity provision by increasingly switching from risk warehousing to risk distribution, and a new breed of market maker has emerged with the rise of electronic trading. The “flash rally” of October 15, 2014 provides a clear example of how those risks can materialize. Based on an in-depth analysis of the event—complementing the authorities’ work—we suggest i) providing incentives for liquidity provision, ii) improving market safeguards, and iii) enhancing the regulation of the Treasury market.


Fragilities in the U.S. Treasury Market Related Books

Fragilities in the U.S. Treasury Market
Language: en
Pages: 44
Authors: Antoine Bouveret
Categories: Business & Economics
Type: BOOK - Published: 2015-10-13 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

Changes in the structure of the U.S. Treasury market over recent years may have increased risks to financial stability. Traditional market makers have changed t
Swing Pricing and Fragility in Open-end Mutual Funds
Language: en
Pages: 46
Authors: Dunhong Jin
Categories: Business & Economics
Type: BOOK - Published: 2019-11-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

How to prevent runs on open-end mutual funds? In recent years, markets have observed an innovation that changed the way open-end funds are priced. Alternative p
Managing Climate Risk in the U.S. Financial System
Language: en
Pages: 196
Authors: Leonardo Martinez-Diaz
Categories: Science
Type: BOOK - Published: 2020-09-09 - Publisher: U.S. Commodity Futures Trading Commission

DOWNLOAD EBOOK

This publication serves as a roadmap for exploring and managing climate risk in the U.S. financial system. It is the first major climate publication by a U.S. f
Determinants of Emerging Market Sovereign Bond Spreads
Language: en
Pages: 28
Authors: Iva Petrova
Categories: Business & Economics
Type: BOOK - Published: 2010-12-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and te
Financial Stability Monitoring
Language: en
Pages: 0
Authors: Tobias Adrian
Categories:
Type: BOOK - Published: 2020 - Publisher:

DOWNLOAD EBOOK

In a recently released New York Fed staff report, we present a forward-looking monitoring program to identify and track time-varying sources of systemic risk.