MARC details
| 000 -LEADER |
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| fixed length control field |
04196cam a2200589Ia 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ocn820480590 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240829110213.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
121206s2012 dcu ob i000 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DJB |
| Language of cataloging |
eng |
| Description conventions |
pn |
| Transcribing agency |
DJB |
| Modifying agency |
OCLCA |
| -- |
CUS |
| -- |
E7B |
| -- |
OCLCA |
| -- |
OCLCF |
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OCLCQ |
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YDXCP |
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OCLCQ |
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AZK |
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COCUF |
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MOR |
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PIFAG |
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N$T |
| 019 ## - |
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823104492 |
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902949087 |
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961517654 |
| -- |
962634677 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1616353074 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781616353070 |
| Qualifying information |
(electronic bk.) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
536804 |
| -- |
(N$T) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)820480590 |
| Canceled/invalid control number |
(OCoLC)823104492 |
| -- |
(OCoLC)902949087 |
| -- |
(OCoLC)961517654 |
| -- |
(OCoLC)962634677 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG3881.5.I58 |
| Item number |
W67 No. 12/282eb |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS |
| Subject category code subdivision |
027000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.64/5 |
| Edition number |
23 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Markose, Sheri M., |
| Relator term |
author. |
| 9 (RLIN) |
662979 |
| 245 10 - TITLE STATEMENT |
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| Title |
Systemic risk from global financial derivatives |
| Medium |
[electronic resource] : |
| Remainder of title |
a network analysis of contagion and its mitigation with super-spreader tax / |
| Statement of responsibility, etc. |
prepared by Sheri M. Markose. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
[Washington, D.C.] : |
| Name of publisher, distributor, etc. |
International Monetary Fund, |
| Date of publication, distribution, etc. |
©2012. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (58 pages). |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
data file |
| Source |
rda |
| 380 ## - FORM OF WORK |
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| Form of work |
Bibliography |
| 490 1# - SERIES STATEMENT |
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| Series statement |
IMF working paper ; |
| Volume/sequential designation |
WP/12/282 |
| 500 ## - GENERAL NOTE |
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| General note |
Title from PDF title page (IMF Web site, viewed Dec. 6, 2012). |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
Financial network analysis is used to provide firm level bottom-up holistic visualizations of interconnections of financial obligations in global OTC derivatives markets. This helps to identify Systemically Important Financial Intermediaries (SIFIs), analyse the nature of contagion propagation, and also monitor and design ways of increasing robustness in the network. Based on 2009 FDIC and individually collected firm level data covering gross notional, gross positive (negative) fair value and the netted derivatives assets and liabilities for 202 financial firms which includes 20 SIFIs, the bilateral flows are empirically calibrated to reflect data-based constraints. This produces a tiered network with a distinct highly clustered central core of 12 SIFIs that account for 78 percent of all bilateral exposures and a large number of financial intermediaries (FIs) on the periphery. The topology of the network results in the "Too- Interconnected-To-Fail" (TITF) phenomenon in that the failure of any member of the central tier will bring down other members with the contagion coming to an abrupt end when the "super-spreaders" have demised. As these SIFIs account for the bulk of capital in the system, ipso facto no bank among the top tier can be allowed to fail, highlighting the untenable implicit socialized guarantees needed for these markets to operate at their current levels. Systemic risk costs of highly connected SIFIs nodes are not priced into their holding of capital or collateral. An eigenvector centrality based "super-spreader" tax has been designed and tested for its capacity to reduce the potential socialized losses from failure of SIFIs. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references. |
| 500 ## - GENERAL NOTE |
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| General note |
"Monetary and Capital Markets Department." |
| 590 ## - LOCAL NOTE (RLIN) |
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| Local note |
Master record variable field(s) change: 072, 082 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Derivative securities. |
| 9 (RLIN) |
117695 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Over-the-counter markets. |
| 9 (RLIN) |
574676 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Derivative securities. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00891019 |
| 9 (RLIN) |
117695 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Over-the-counter markets. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst01049303 |
| 9 (RLIN) |
574676 |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Electronic books. |
| 9 (RLIN) |
4275 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS / Finance |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
195626 |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
396 |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
International Monetary Fund. |
| Subordinate unit |
Monetary and Capital Markets Department, |
| Relator term |
issuing body. |
| 9 (RLIN) |
642125 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
IMF working paper ; |
| Volume number/sequential designation |
WP/12/282. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
EBSCOhost |
| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=536804">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=536804</a> |
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ebrary |
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EBRY |
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ebr10661244 |
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YBP Library Services |
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YANK |
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10251350 |
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YBP Library Services |
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YANK |
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10381222 |
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EBSCOhost |
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EBSC |
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536804 |
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92 |
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N$T |