Content
2011
- 1103h Foreign exchange trading in emerging currencies: more financial, more offshore
by Robert McCauley & Michela Scatigna - 1103g The use of reserve requirements as a policy instrument in Latin America
by Carlos Montoro & Ramon Moreno - 1103f Inflation expectations and the great recession
by Petra Gerlach & Peter Hördahl & Richhild Moessner - 1103e Systemic importance: some simple indicators
by Mathias Drehmann & Nikola Tarashev - 1106e The global output gap: measurement issues and regional disparities
by Petra Gerlach - 1106h Expansion of central clearing
by Daniel Heller & Nicholas Vause - 1106g The predictive content of financial cycle measures for output fluctuations
by Tim Ng - 1106f Rating methodologies for banks
by Frank Packer & Nikola Tarashev - 1109e The trade balance and the real exchange rate
by Enisse Kharroubi - 1109g The rise of sovereign credit risk: implications for financial stability
by Michael Davies & Tim Ng - 1109f Global credit and domestic credit booms
by Claudio Borio & Robert McCauley & Patrick McGuire - 1112h The impact of recent central bank asset purchase programmes
by Jack Meaning & Feng Zhu - 1112g Assessing global liquidity
by Dietrich Domanski & Ingo Fender & Patrick McGuire - 1112e FX strategies in periods of distress
by Jacob Gyntelberg & Andreas Schrimpf - 1112f Renminbi internationalisation and China's financial development
by Robert McCauley - 1112i Enhanced BIS statistics on credit risk transfer
by Nicholas Vause
2010
- 1003g The dependence of the financial system on central bank and government support
by Petra Gerlach - 1003h The term “macroprudential”: origins and evolution
by Piet Clement - 1003f Exchange rates during financial crises
by Marion Kohler - 1003e The architecture of global banking: from international to multinational?
by Robert McCauley & Patrick McGuire & Goetz von Peter - 1006e Policy responses to dislocations in the FX swap market: the experience of Korea
by Naohiko Baba & Ilhyock Shim - 1006g Was it credit supply? Cross-border bank lending to emerging market economies during the financial crisis
by Elod Takats - 1006f Currency collapses and output dynamics: a long-run perspective
by Camilo E Tovar - 1006h European banks' US dollar funding pressures
by Ingo Fender & Patrick McGuire - 1009e Debt reduction after crises
by Garry Tang & Christian Upper - 1009h Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement
by Ingo Fender & Patrick McGuire - 1009f The collapse of international bank finance during the crisis: evidence from syndicated loan markets
by Michael Chui & Dietrich Domanski & Peter Kugler & Jimmy Shek - 1009g Options for meeting the demand for international liquidity during financial crises
by Richhild Moessner & William A Allen - 1012g Counterparty risk and contract volumes in the credit default swap market
by Nicholas Vause - 1012f Derivatives in emerging markets
by Dubravko Mihaljek & Frank Packer - 1012h A user's guide to the Triennial Central Bank Survey of foreign exchange market activity
by Michael R King & Carlos Mallo
2009
- 0903h Execution methods in foreign exchange markets
by Paola Gallardo & Alexandra Heath - 0903g US dollar money market funds and non-US banks
by Naohiko Baba & Robert N McCauley & Srichander Ramaswamy - 0903f The US dollar shortage in global banking
by Patrick McGuire & Goetz von Peter - 0903e Assessing the risk of banking crises - revisited
by Claudio Borio & Mathias Drehmann - 0906e Government debt management at low interest rates
by Robert N McCauley & Kazuo Ueda - 0906f The global crisis and Latin America: financial impact and policy responses
by Alejandro Jara & Ramon Moreno & Camilo E Tovar - 0909h The systemic importance of financial institutions
by Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis - 0909f Central counterparties for over-the-counter derivatives
by Stephen G Cecchetti & Jacob Gyntelberg & Marc Hollanders - 0909g The cost of equity for global banks: a CAPM perspective from 1990 to 2009
by Michael R King - 0909e The future of securitisation: how to align incentives
by Ingo Fender & Janet Mitchell - 0912i Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging
by Robert N McCauley & Patrick McGuire - 0912g Government size and macroeconomic stability
by M S Mohanty & Fabrizio Zampolli - 0912h Issues and developments in loan loss provisioning: the case of Asia
by Sarawan Angklomkliew & Jason George & Frank Packer - 0912e Macro stress tests and crises: what can we learn?
by Rodrigo Alfaro & Mathias Drehmann - 0912f Monetary policy and the risk-taking channel
by Leonardo Gambacorta
2008
- 0803g Interbank rate fixings during the recent turmoil
by Jacob Gyntelberg & Philip Wooldridge - 0803h The spillover of money market turbulence to FX swap and cross-currency swap markets
by Naohiko Baba & Frank Packer & Teppei Nagano - 0803i Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
by Ingo Fender & Nikola Tarashev & Haibin Zhu - 0803f What drives interbank rates? Evidence from the Libor panel
by François-Louis Michaud & Christian Upper - 0803e Monetary operations and the financial turmoil
by Claudio Borio & William Nelson - 0806h Asian banks and the international interbank market
by Robert N McCauley & Jenz Zukunft - 0806f Managing international reserves: how does diversification affect financial costs?
by Srichander Ramaswamy - 0806e International banking activity amidst the turmoil
by Patrick McGuire & Goetz von Peter - 0806g Credit derivatives an structured creit: the nascant markets of Asia and the Pacific
by Eli M Remolona & Ilhyock Shim - 0809f The development of money markets in Asia
by Mico Loretan & Philip Wooldridge - 0809g Reducing foreign exchange settlement risk
by Robert Lindley - 0809e The inflation risk premium in the term structure of interest rates
by Peter Hördahl - 0809h The ABX: how do the markets price subprime mortgage risk?
by Ingo Fender & Martin Scheicher - 0812e Developments in repo markets during the financial turmoil
by Peter Hördahl & Michael R King - 0812g Bank health and lending to emerging markets
by Patrick McGuire & Nikola Tarashev - 0812f Commodity prices and inflation dynamics
by Stephen G Cecchetti & Richhild Moessner - 0812h How many in negative equity? The role of mortgage contract characteristics
by Luci Ellis
2007
- 0703h Economic derivatives
by Blaise Gadanecz & Richhild Moessner & Christian Upper - 0703f Exchange rates and global volatility: implications for Asia-Pacific currencies
by John Cairns & Corrinne Ho & Robert McCauley - 0703g Financial investors and commodity markets
by Dietrich Domanski & Alexandra Heath - 0703e Interpreting sovereign spreads
by Eli M Remolona & Michela Scatigna & Eliza Wu - 0703i Measuring portfolio credit risk: modelling versus calibration errors
by Nikola Tarashev & Haibin Zhu - 0706g Recent episodes of credit card distress in Asia
by Tae Soo Kang & Guonan Ma - 0706h The search for liquidity in the Brazilian domestic government bond market
by André Amante & Márcio Araujo & Serge Jeanneau - 0706e The bond market term premium: what is it, and how can we measure it?
by Don H Kim & Athanasios Orphanides - 0706f The BIS statistics on payments and settlements
by Elisabeth Ledrut - 0709g Global and regional financial integration: progress in emerging markets
by Alicia Garcia-Herrero & Philip Wooldridge - 0709h Securitisation in Latin America
by Michela Scatigna & Camilo E Tovar - 0709e Evidence of carry trade activity
by Gabriele Galati & Alexandra Heath & Patrick McGuire - 0709i Corporate financial restructuring in Asia: implications for financial stability
by Michael Pomerleano - 0709f The covered bond market
by Frank Packer & Ryan Stever & Christian Upper - 0712g What drives the growth in FX activity? Interpreting the 2007 triennial survey
by Gabriele Galati & Alexandra Heath - 0712i Changing post-trading arrangements for OTC derivatives
by Elisabeth Ledrut & Christian Upper - 0712h Risk in carry trades: a look at target currencies in Asia and the Pacific
by Jacob Gyntelberg & Eli M Remolona - 0712f International banking with the euro
by Patrick McGuire & Nikola Tarashev - 0712e International banking centres: a network perspective
by Goetz von Peter
2006
- 0603e The new BIS effective exchange rate indices
by Marc Klau & San Sau Fung - 0603f Prime or not so prime? An exploration of US housing finance in the new century
by Allen Frankel - 0603g Basket weaving: the euromarket experience with basket currency bonds
by Clifford R Dammers & Robert N McCauley - 0603h Risk premia across asset markets: information from option prices
by Nikola Tarashev & Kostas Tsatsaronis - 0606e Domestic bond markets in Latin America: achievements and challenges
by Serge Jeanneau & Camilo E Tovar - 0606f Securitisation in Asia and the Pacific: implications for liquidity and credit risks
by Jacob Gyntelberg & Eli M Remolona - 0609f Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?
by M S Mohanty & Philip Turner - 0609g Forward currency markets in Asia: lessons from the Australian experience
by Guy Debelle & Jacob Gyntelberg & Michael Plumb - 0609e The changing composition of official reserves
by Philip D Wooldridge - 0609h Derivatives activity and monetary policy
by Christian Upper - 0612h The role of government-supported housing finance agencies in Asia
by Eric Chan & Michael Davies & Jacob Gyntelberg - 0612g The structure of housing finance markets and house prices in Asia
by Haibin Zhu - 0612i Corporate credit guarantees in Asia
by Ilhyock Shim - 0612e Tracking international bank flows
by Patrick McGuire & Nikola Tarashev - 0612f Internationalising a currency: the case of the Australian dollar
by Robert McCauley
2005
- 0503e Trading Asian currencies
by Corrinne Ho & Guonan Ma & Robert N McCauley - 0503h Contractual terms and CDS pricing
by Franck Packer & Haibin Zhu - 0503g CDS index tranches and the pricing of credit risk correlations
by Jeffery D Amato & Jacob Gyntelberg - 0503f Time-varying exposures and leverage in hedge funds
by Patrick McGuire & Eli Remolona & Kostas Tsatsaronis - 0506e Currency choice in international bond issuance
by Benjamin H Cohen - 0506g Opening markets through a regional bond fund: lessons from ABF2
by Guonan Ma & Eli M Remolona - 0506f Structured finance: complexity, risk and the use of ratings
by Ingo Fender & Janet Mitchell - 0509g The rise and fall of US dollar interest rate volatility: evidence from swaptions
by Fabio Fornari - 0509e Distinguishing global dollar reserves from official holdings in the United States
by Robert McCauley - 0509h Structural models of default: lessons from firm-level data
by Nikola Tarashev - 0509f The BIS consolidated banking statistics: structure, uses and recent enhancements
by Patrick McGuire & Philip Wooldridge - 0512e Risk aversion and risk premia in the CDS market
by Jeffery D Amato - 0512f Foreign banks in emerging market economies: changing players, changing issues
by Dietrich Domanski - 0512g Corporate bond markets in Asia
by Jacob Gyntelberg & Guonan Ma & Eli M Remolona - 0512h Reducing financial vulnerability: the development of the domestic government bond market in Mexico
by Serge Jeanneau & Carlos Perez Verdia - 0512i International government debt denominated in local currency: recent developments in Latin America
by Camilo E Tovar
2004
- 0403f What drives housing price dynamics: cross-country evidence
by Kostas Tsatsaronis & Haibin Zhu - 0403e Household debt and the macroeconomy
by Guy Debelle - 0403g Twin peaks in equity and housing prices?
by Claudio Borio & Patrick McGuire - 0403h The Danish mortgage market
by Allen Frankel & Jacob Gyntelberg & Kristian Kjeldsen & Mattias Persson - 0406f Asian local currency bond markets
by Guorong Jiang & Robert McCauley - 0406g The markets for non-deliverable forwards in Asian currencies
by Guonan Ma & Corrinne Ho & Robert N McCauley - 0406e The price impact of rating announcements: evidence from the credit default swap market
by Marian Micu & Eli M Remolona & Philip D Wooldridge - 0409g A shift in London's eurodollar market
by Patrick McGuire - 0409h Macroeconomic announcements and implied volatilities in swaption markets
by Fabio Fornari - 0409e Basel II - towards a new common language
by Ryozo Himino - 0409f Diversifying with Asian local currency bonds
by Robert McCauley & Guorong Jiang - 0412e Assessing new perspectives on country risk
by Claudio Borio & Frank Packer - 0412g The syndicated loan market
by Blaise Gadanecz - 0412f Why has FX trading surged?
by Gabriele Galati & Michael Melvin - 0412h The nature of credit risk in project finance
by Marco Sorge
2003
- 0303e Choosing instruments in managing dollar foreign exchange reserves
by Robert N McCauley & Ben S C Fung - 0303g Volatility and derivatives turnover: a tenuous relationship
by Serge Jeanneau & Marian Micu - 0303f The euro interest rate swap market
by Eli M Remolona & Philip D Wooldridge - 0306f Investors' attitude towards risk: what can we learn from options?
by Nikola Tarashev & Kostas Tsatsaronis & Dimitrios Karampatos - 0306g What drives investor risk aversion? Daily evidence from the German equity market
by Martin Scheicher - 0306e Capital flows in East Asia since the 1997 crisis
by Robert N McCauley - 0309h Institutional asset managers: industry trends, incentives and implications for market efficiency
by Ingo Fender - 0309g Reaching for yield: selected issues for reserve managers
by Eli M Remolona & Martijn A Schrijvers - 0309e Changing links between mature and emerging financial markets
by Philip D Wooldridge & Dietrich Domanski & Anna Cobau - 0309f Mind the gap: domestic versus foreign currency sovereign ratings
by Frank Packer - 0312g Sovereign credit default swaps
by Frank Packer & Chamaree Suthiphongchai - 0312f Common factors in emerging market spreads
by Patrick McGuire & Martijn A Schrijvers - 0312h Unifying government bond markets in East Asia
by Robert N McCauley - 0312e The credit spread puzzle
by Jeffery D Amato & Eli M Remolona
2002
- 0203h Uses of the BIS statistics: an introduction
by Philip Wooldridge - 0203g Do syndicated credits anticipate BIS consolidated banking data?
by Blaise Gadanecz & Karsten von Kleist - 0203f International bank lending to emerging market countries: explaining the 1990s roller coaster
by Serge Jeanneau & Marian Micu - 0203e Globalising international banking
by Robert N McCauley & Judith S Ruud & Philip Wooldridge - 0206f What's behind the liquidity spread? On-the-run and off-the-run US Treasuries in autumn 1998
by Craig H Furfine & Eli M Remolona - 0206e The changing information content of market interest rates
by Vincent Reinhart & Brian Sack - 0206g Positive feedback trading in the US Treasurey market
by Benjamin H Cohen & Hyun Song Shin - 0209h Rising foreign currency liquidity of banks in China
by Guonan Ma & Robert N McCauley - 0209g The case of the missing commercial real estate cycle
by Haibin Zhu - 0209f Explaining changes in house prices
by Gregory D Sutton - 0209e Housing markets and economic growth: lessons from the US refinancing boom
by Akash Deep & Dietrich Domanski - 0212f Settlement risk in foreign exchange markets and CLS Bank
by Gabriele Galati - 0212g Interest rate risk and bank net interest margins
by William B English - 0212e Assessing the risk of banking crises
by Claudio Borio & Philip Lowe - 0212h Integrating the finances of East Asia
by Robert N McCauley & San-Sau Fung & Blaise Gadanecz
2001
- 0103e Benchmark tipping in the money and bond markets
by Robert N McCauley - 0103f Implementing international standards for stronger financial systems
by Kate Langdon - 0106g Stress testing in practive: a survey of 43 major financial institutions
by Ingo Fender & Michael S Gibson - 0106e Is there a "Nasdaq effect" in emerging equity markets?
by Jeffery D Amato & Kostas Tsatsaronis - 0106f Do macro announcements still drive the US bond market?
by Craig H Furfine - 0109e To provision or not to provision
by Claudio Borio & Philip Lowe - 0109g Collateral in wholesale financial markets
by Dietrich Domanski & Uwe Neumann - 0109f Analysing the growth of Taiwanese deposits in foreign currency
by Ben S C Fung & Robert N McCauley - 0112f The emergence of new benchmark yield curves
by Philip D Wooldridge - 0112g The impact of transatlantic M&A activity on the dollar/euro exchange rate
by Ingo Fender & Gabriele Galati - 0112e Why has global FX turnover declined? Explaining the 2001 triennial survey
by Gabriele Galati
2000
- 29-36 Evaluating changes in correlations during periods of high market volatility
by Mico Loretan & William B English - 31-34 The co-movement of US stock markets and the dollar
by Henri J Bernard & Gabriele E B Galati - 33-35 A look at trading volumes in the euro
by Florence Béranger & Gabriele Galati - 0008f Foreign currency deposits of firms and individuals with banks in China
by Robert N McCauley & YK Mo - 0011f Size and liquidity of government bond markets
by Robert McCauley & Eli Remolona - 0011e Market liquidity and stress: selected issues and policy implications
by Claudio Borio - 0011g Hedge funds
by Kostas Tsatsaronis