Ingo Fender - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003

Title Other author(s)

Adding it all up: the macroeconomic impact of Basel III and outstanding reform issues

Bank for International Settlements Working papers [View] (Paper: 591, 07.11.2016)

JEL: E44, E61, G28

Calibrating the leverage ratio

Bank for International Settlements Quarterly Review [View] (Paper: 1512f, 06.12.2015)

JEL: E44, E61, G28

Risks related to EME corporate balance sheets: the role of leverage and currency mismatch

Bank for International Settlements Quarterly Review [View] (Paper: 1409f, 14.09.2014)

JEL: D21, F31, G32

Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets

Bank for International Settlements Quarterly Review [View] (Paper: 1309h, 16.09.2013)

Assessing global liquidity by Dietrich Domanski, Ingo Fender and Patrick McGuire

Bank for International Settlements Quarterly Review [View] (Paper: 1112g, 12.12.2011)

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

European banks'US dollar funding pressures

Bank for International Settlements Quarterly Review [View] (Paper: 1006h, 14.06.2010)

JEL: F34, F55, G01, G21

Toward a global risk map

Bank for International Settlements Working papers [View] (Paper: 309, 27.05.2010)

JEL: F3, G01, G15, G21, Y1

Incentives and trance retention in securitisation: a screening model

National Bank of Belgium Working Papers [View] (Paper: 177, 17.10.2009)

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

The future of securitisation: how to align incentives?

Bank for International Settlements Quarterly Review [View] (Paper: 0909e, 14.09.2009)

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)

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

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

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

Structured finance: complexity, risk and the use of ratings

Bank for International Settlements Quarterly Review [View] (Paper: 0506f, 15.06.2005)

JEL: G10, G20

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

An International Survey of Stress Tests

New York Fed Current issues [View] (Paper: ci07-10, 01.04.2004)

JEL: E58, G21, G24

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)

Institutional asset managers: industry trends, incentives and implications for market efficiency

Bank for International Settlements Quarterly Review [View] (Paper: 0309h, 01.01.2004)

Stress testing in practice: a survey of 43 major financial institutions

Bank for International Settlements Quarterly Review [View] (Paper: 0106g, 01.01.2004)

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

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

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003