Launch conference of the FSR 14 (Paris, 8 July 2010)
F S R - July 2010 - Derivatives Financial Innovation and Stability
Complete text (200 pages)
Redesigning OTC derivatives markets
to ensure financial stability
CHRISTIAN NOYER, Governor of the Banque de France
Articles
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Credit default swaps: what are the social benefits and costs?
RONALD W. ANDERSON, London School of Economics
Fiat lux – Shedding new light on derivatives markets
MICHEL BARNIER, European Commission
Euro public debt and the markets: sovereign fundamentals and CDS market dynamics
LAURENCE BOONE, LAURENT FRANSOLET AND SØREN WILLEMANN, Barclays Capital
Derivatives: an insurer’s perspective
HENRI DE CASTRIES AND BENOÎT CLAVERANNE, AXA Group
Credit default swaps and financial stability
RAMA CONT, CNRS and Columbia University
Credit default swaps – Financial innovation or financial dysfunction?
SATYAJIT DAS, Risk consultant
Is there a case for banning short speculation in sovereign bond markets?
DARRELL DUFFIE, Stanford University
Over-the-counter derivative markets in India – Issues and perspectives
SHYAMALA GOPINATH, Reserve Bank of India
OTC derivatives and central clearing: can all transactions be cleared?
JOHN HULL, University of Toronto
21st century finance cannot do without a sound regulation of the OTC derivatives markets
JEAN-PIERRE JOUYET, Autorité des marchés financiers
An industrial organisation approach to the too-big-to-fail problem
JEAN-CHARLES ROCHET, Swiss Finance Institute, University of Zurich and Toulouse School of Economics
OTC derivatives: financial stability challenges and responses from
authorities
DANIELA RUSSO, European Central Bank
Under-collateralisation and rehypothecation in the OTC derivatives
markets
MANMOHAN SINGH, International Monetary Fund
Silos and silences
Why so few people spotted the problems in complex credit and what that implies for the future
GILLIAN TETT, Financial Times
Mitigating systemic risk in OTC derivative markets
NOUT WELLINK, Basel Committee on Banking Supervision, De Nederlandsche Bank
What risks and challenges do credit default swaps pose to the stability
of financial markets?
ORICE WILLIAMS BROWN, US Government Accountability Office
OTC derivatives market structure and the credit profi les of wholesale investment banks
ALEXANDER YAVORSKY, Moody’s Investors Service
What do network theory and endogenous risk theory have to say
about the effects of central counterparties on systemic stability?
JEAN-PIERRE ZIGRAND, London School of Economics
Credit default swap and bond markets: which leads the other?
VIRGINIE COUDERT AND MATHIEU GEX, Banque de France
Concentration risk and the optimal number of central counterparties for a single asset
FABIEN RENAULT Payment Systems and Market Infrastructures Directorate, Banque de France
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Published articles
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Complete text
(196 pages)
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