Darrell Duffie

This author does not work for the BIS.

Date BIS research papers
Mar 2010

The failure mechanics of dealer banks

BIS Working Papers No 301

Jul 2008

Innovations in credit risk transfer: implications for financial stability

BIS Working Papers No 255

Mar 2005

Measuring default risk premia from default swap rates and EDFs

BIS Working Papers No 173

Other authors: Antje Berndt, Rohan Douglas, Mark Ferguson and David Schranz