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Content
2009, Issue 13
2008, Issue 12
- 1-6 Should financial institutions mark-to-market?
by Allen, F. & Carletti, E.
- 7-14 Setting the right framework for modern financial markets – Lessons learned from the recent crisis
by Banziger, H.
- 15-22 Revisiting valuation practices throughout the business cycle: some symmetry is needed
by Caruana, J. & Pazarbasioglu, C.
- 23-37 Valuation and fundamentals
by Clerc, L.
- 39-51 Taking into account extreme events in European option pricing
by Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J.
- 53-63 Fair value accounting and financial stability: challenges and dynamics
by Matherat, S.
- 65-74 How should we respond to asset price bubbles?
by Mishkin, F S.
- 75-83 Regulation, valuation and systemic liquidity
by Persaud, A D.
- 85-94 Fair value accounting and financial stability
by Plantin, G. & Sapra, H. & Shin, H S.
- 95-99 Procyclicality of financial systems: is there a need to modify current accounting and regulatory rules?
by Rochet, J C.
- 101-113 Valuation in insurance and financial crisis
by Trainar, P.
- 115-120 Bringing transparency to financial reporting: towards an improved accounting framework in the aftermath of the credit crisis
by Tweedie, D.
- 121-130 Improving fair value accounting
by Viñals, J.
2008, Issue 11
- 1-7 Liquidity and financial contagion
by Adrian, T. & Shin, H S.
- 9-11 Musical chairs: a comment on the credit crisis
by Caballero, R J. & Krishnamurthy, A.
- 13-17 Market liquidity and financial stability
by Crockett, A.
- 19-28 Ten questions about the subprime crisis
by Eichengreen, B.
- 29-38 What happened to risk dispersion?
by Fisher, P R.
- 39-44 Liquidity risk management
by Goodhart, C.
- 45-52 Liquidity regulation and the lender of last resort
by Rochet, J C.
- 53-63 Liquidity shortages: theoretical underpinnings
by Tirole, J.
- 65-74 Liquidity in global markets
by Caruana, J. & Kodres, L.
- 75-94 The impact on financial market liquidity of the markets in financial instruments directive (MiFID)
by Cherbonnier, F. & Vandelanoite, S.
- 95-109 Market liquidity and banking liquidity: linkages, vulnerabilities and the role of disclosure
by Praet, P. & Herzberg, V.
- 111-122 Liquid assets, liquidity constraints and global imbalances
by Baclet, A. & Vidon, E.
- 123-131 Financial innovation and the liquidity frontier
by Bervas, A.
- 133-148 Financial market liquidity and the lender of last resort
by Ewerhart, C. & Valla, N.
- 149-163 Recent developments in intraday liquidity in payment and settlement systems
by Hervo, F.
2007, Issue 10
- 7-17 Hedge funds, credit risk transfer and financial stability
by Cole, R T. & Feldberg G. & Lynch, D.
- 19-28 The evolution and regulation of hedge funds
by Crockett, A.
- 29-36 Regulating hedge funds
by Daníelsson, J. & Zigrand, JP.
- 37-43 Hedge funds and financial stability
by Draghi, J M.
- 45-54 Hedge funds and systemic risk
by Ferguson, R. & Laster, D.
- 55-66 Hedge fund replication strategies: implications for investors and regulators
by Fung, W. & Hsieh, D A.
- 67-76 Hedge funds and prime broker dealers: steps towards a “best practice proposal”
by Hildebrandfung, P M.
- 77-83 Transparency requirements and hedge funds
by McCarthy, C.
- 85-94 Risks and return of banking activities related to hedge funds
by Mustiers, J P. & Dubois, A.
- 95-104 Indirect supervision of hedge funds
by Nouy, D.
- 105-111 Hedge funds: what are the main issues?
by Noyer, C.
- 113-125 Monitoring hedge funds: a fi nancial stability perspective
by Papademos, L D.
- 127-135 The world of hedge funds: prejudice and reality – The AMF’s contribution to the debate on alternative investment strategies
by Prada, M.
- 137-142 Financial conditions, alternative asset management and political risks: trying to make sense of our times
by Rajan, R G.
- 143-150 Hedge funds in emerging markets
by Ryback, W A.
- 151-160 Fund of hedge funds: origins, role and future
by Stevenson, P.
- 161-168 Hedge funds: a central bank perspective
by Weber, A A.
2006, Issue 9
- 31-38 Commodities: an asset class in their own right?
by Mongars, P. & Marchal-Dombrat, C.
- 39-48 Do emerging market economies still constitute a homogenous asset class?
by Odonnat, I. & Rahmouni, I.
- 49-66 Capital flows and credit booms in emerging market economies?
by Sa, S.
- 67-87 Can risk aversion indicators anticipate financial crises?
by Coudert, V. & Gex, M.
- 89-104 Bank liquidity and financial stability
by Valla, N. & Saes-Escorbiac, B. & Tiesset, M.
- 105-116 Microstructure of financial and money markets: lessons learned from the conference held in Paris on 6 and 7 June 2006
by Avouyi-Dovi, S. & Jardet, C.
- 117-123 The Basel II framework: the role and implementation of Pillar 2
by Thoraval, P Y.
2006, Issue 8
- 51-61 Better capturing risks in the trading book
by Prato, O.
- 63-79 Market liquidity and its incorporation into risk management
by Bervas, A.
- 81-94 Productivity and stock prices
by Avouyi-Dovi, S. & Matheron, J.
- 95-110 Corporate equity and fi nancial stability: An approach based on net worth at risk
by Mouriaux, F. & Foulcher-Darwish, S.
- 111-129 Recent developments in monetary and financial integration in Asia
by Sa, S. & Guerin, J.
- 131-136 Implications of globalisation for financial stability
by Ferguson, R. & Frenkel, J A.
2005, Issue 7
2005, Issue 6
- 43-62 The CDO market Functioning and implications in terms of financial stability
by Cousseran, O. & Rahmouni, I.
- 63-80 Public debt sustainability and crises in emerging market countries: a presentation of the concepts and diagnostic tools
by Bachellerie, A. & Couillault, B.
- 81-94 Interest rate risk in the French banking system
by Quémard, J L. & Golitin, V.
- 96-111 Interest rate risk management by life insurance companies and pension funds
by Fleuriet, V. & Lubochinsky, C.
- 113-124 Analysis, by simulation, of the impact of a technical default of a payment system participant
by Mazars, E. & Woelfel, G.
2004, Issue 5
2004, Issue 4
- 53-76 Market dynamics associated with credit ratings: a literature review
by Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M.
- 77-93 Market dynamics associated with credit ratings: a literature review
by .
- 94-107 Techniques used on the credit derivatives market: credit default swaps
by Olléon-Assouan, E.
- 108-126 Equity market interdependence: the relationship between European and US stock markets
by Avouyi-Dovi, S. & Neto, D.
- 127-138 Goodwill, balance sheet structures and accounting standards Recent developments and issues for French groups
by Marchal, S. & Sauvé, A.
2003, Issue 3
- 51-65 Financial stability and the New Basel Accord
by Thoraval, P Y. & Duchateau, A.
- 66-79 Do asset price fluctuations constitute a risk to growth in the major industrialised countries?
by Odonnat, I. & Rieu, A M.
- 80-99 Interactions between business cycles, stock market cycles and interest rates: the stylised facts
by Avouyi-Dovi, S. & Matheron, J.
- 100-121 Challenges arising from alternative investment management
by Haas, F. & Amenc, N. & Vaissié, M.
- 122-136 Protection of deferred net payment and securities settlement systems: the examples of SIT and Relit
by Sampic, C. & Hervo, F.
- 137-148 Vulnerabilities and surveillance of the international financial system
by Krueger, A. & Prada, M.
2003, Issue 2
- 57-74 Stock market volatility: from empirical data to their interpretation
by Grouard, M H. & Lévy, S. & Lubochinsky, C.
- 75-93 Towards a “market continuum”? Structural models and interaction between credit and equity markets
by Haas, F.
- 94-105 The changing incentive structure of institutional asset managers: implications for financial markets
by Cardona, M. & Fender, I.
- 106-131 An analytical review of credit risk tranfer instruments
by Kiff, J. & Michaud, F L. & Mitchell, J.
- 132-153 International accounting standardisation and financial stability
by Matherat, S.
- 154-162 Towards a voluntary Code of good conduct for Sovereign Debt Restructuring
by Couillault, B. & Weber, P F.
2002, Issue 1
Printed from https://ideas.repec.org/s/bfr/fisrev2.html
