Приложение G. Библиография

Приложение G

БИБЛИОГРАФИЯ

BCBS, The application of Basel II to trading activities and the treatment of double default effects, April 2005.

BCBS, International convergence of capital measurement and capital standards, June 2006.

BCBS, Principles for sound stress testing practices and supervision, May 2009.

BCBS, Sound practices for backtesting counterparty credit risk models - consultative document, April 2010.

CGFS, Implications of repo markets for central banks, 1999.

CGFS, The macrofinancial implications of alternative configurations for access to central counterparties in OTC derivatives markets, November 2011.

CGFS, The role of margin requirements and haircuts in procyclicality, March 2010.

CPSS, Central bank oversight of payment and settlement systems, May 2005.

CPSS, Core principles for systemically important payment systems, January 2001.

CPSS, Delivery versus payment in securities settlement systems, September 1992.

CPSS, The interdependencies of payment and settlement systems, June 2008.

CPSS, Market structure developments in the clearing industry: implications for financial stability, September 2010.

CPSS, New developments in large value payment systems, May 2005.

CPSS, Report of the Committee on Interbank Netting Schemes of the central banks of the Group of Ten countries, November 1990.

CPSS, Strengthening repo clearing and settlement arrangements, September 2010.

CPSS-IOSCO, Assessment methodology for 'Recommendations for securities settlement systems', November 2002.

CPSS-IOSCO, Considerations for trade repositories in OTC derivatives, May 2010.

CPSS-IOSCO, Guidance on the application of 2004 CPSS-IOSCO recommendations for central counterparties to OTC derivatives CCPs, May 2010.

CPSS-IOSCO, Recommendations for central counterparties, November 2004.

CPSS-IOSCO, Recommendations for securities settlement systems, November 2001.

CPSS-IOSCO, Report on OTC derivatives data reporting and aggregation requirements, January 2012.

CPSS-IOSCO, Securities lending transactions: market development and implications, 1999.

Financial Stability Forum, FSF principles for sound compensation practices, April 2009.

FSB, Effective resolution of systemically important financial institutions - consultative document, July 2011.

FSB, Implementing OTC derivatives market reforms, October 2010.

IOSCO, Client asset protection, 1996.

IOSCO, Multilateral memorandum of understanding for cooperation concerning consultation and cooperation and the exchange of information, May 2002.

IOSCO, Objectives and principles of securities regulation, October 2003.

IOSCO, Principles regarding cross-border supervisory cooperation, May 2010.