Ingo Fender - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003

	Title	Other author(s)
Abstract Full text	Assessing global liquidity by Dietrich Domanski, Ingo Fender and Patrick McGuire Bank for International Settlements Quarterly Review [View] (Paper: 1112g, 12.12.2011)	Dietrich Domanski Patrick McGuire
Abstract Full text	Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement Bank for International Settlements Quarterly Review [View] (Paper: 1009h, 06.09.2010) JEL: F34, G15, G21, Y10	Patrick McGuire
Abstract Full text	European banks'US dollar funding pressures Bank for International Settlements Quarterly Review [View] (Paper: 1006h, 14.06.2010) JEL: F34, F55, G01, G21	Patrick McGuire
Abstract Full text	Toward a global risk map Bank for International Settlements Working papers [View] (Paper: 309, 27.05.2010) JEL: F3, G01, G15, G21, Y1	Patrick McGuire Stephen Cecchetti
Abstract	Incentives and trance retention in securitisation: a screening model National Bank of Belgium Working Papers [View] (Paper: 177, 17.10.2009)	Janet Mitchell
Abstract Full text	Incentives and tranche retention in securitisation: a screening model Bank for International Settlements Working papers [View] (Paper: 289, 29.09.2009) JEL: D82, D86, G21, G28	Janet Mitchell
Abstract Full text	The future of securitisation: how to align incentives? Bank for International Settlements Quarterly Review [View] (Paper: 0909e, 14.09.2009)	Janet Mitchell
Full text	The pricing of subprime mortgage risk in good times and bad: Evidence from the ABX.HE indices European Central Bank Working papers [View] (Paper: 1056, 27.05.2009)	Martin Scheicher
Abstract Full text	The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices Bank for International Settlements Working papers [View] (Paper: 279, 31.03.2009) JEL: E43, G12, G13, G14	Martin Scheicher
Abstract Full text	The ABX: how do the markets price subprime mortgage risk? Bank for International Settlements Quarterly Review [View] (Paper: 0809h, 01.09.2008) JEL: E43, G12, G13, G14	Martin Scheicher
Abstract	Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures Bank for International Settlements Quarterly Review [View] (Paper: 0803i, 03.03.2008) JEL: G24, G32	Haibin Zhu Nikola A. Tarashev
Abstract Full text	Structured finance: complexity, risk and the use of ratings Bank for International Settlements Quarterly Review [View] (Paper: 0506f, 15.06.2005) JEL: G10, G20	Janet Mitchell
Abstract Full text	CDO rating methodology: Some thoughts on model risk and its implications Bank for International Settlements Working papers [View] (Paper: 163, 15.11.2004) JEL: C15, G11, G15, G20	John Kiff
Abstract Full text	An International Survey of Stress Tests New York Fed Current issues [View] (Paper: ci07-10, 01.04.2004) JEL: E58, G21, G24	Patricia C. Mosser Michael S. Gibson
Full text	Stress testing in practice: a survey of 43 major financial institutions Bank for International Settlements Quarterly Review [View] (Paper: 0106g, 01.01.2004)	Michael S Gibson
Full text	The impact of transatlantic M&A activity on the dollar/euro exchange rate Bank for International Settlements Quarterly Review [View] (Paper: 0112g, 01.01.2004)	Gabriele Galati
Full text	Institutional asset managers: industry trends, incentives and implications for market efficiency Bank for International Settlements Quarterly Review [View] (Paper: 0309h, 01.01.2004)
Abstract Full text	Corporate hedging: the impact of financial derivatives on the broad credit channel of monetary policy Bank for International Settlements Working papers [View] (Paper: 094, 06.02.2003) JEL: E44, E52, G31, G32
Abstract Full text	The impact of corporate risk management on monetary policy transmission: some empirical evidence Bank for International Settlements Working papers [View] (Paper: 095, 06.02.2003) JEL: E44, E52, G31, G32

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003