IMF paper urges greater macroprudential standards for CCP risk buffers

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An International Monetary Fund (IMF) working paper, published on January 8, suggests there are "considerable benefits" to imposing limits on the models used by central counterparties (CCPs) to determine their risk buffers.

The authors, Li Lin and Jay Surti, say it is important to ensure the prudential standards for financial risks are the same for both banks and CCPs, to ensure there are no opportunities for regulatory arbitrage.

This could involve, the authors say, prudential authorities

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