Haibin Zhu - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Loan loss provisioning practices of Asian banks

Bank for International Settlements Working papers [View] (Paper: 375, 05.04.2012)

JEL: G21, G28

Determinants of house Prices in Nine Asia-Pacific Economies

IJCB International Journal of Central Banking [View] (Paper: 11q3a6, 01.09.2011)

Systemic Risk Contributions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2011-08, 28.01.2011)

The impact of CDS trading on the bond market: evidence from Asia

Bank for International Settlements Working papers [View] (Paper: 332, 30.11.2010)

Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis

Bank for International Settlements Working papers [View] (Paper: 296, 22.01.2010)

Assessing the Systemic Risk of a Heterogeneous Portfolio of Banks During the Recent Financial Crisis

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-44, 31.10.2009)

A Framework for Assessing the Systemic Risk of Major Financial Institutions

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2009-37, 18.09.2009)

JEL: C13, G14, G21, G28

Credit frictions and optimal monetary policy

Bank for International Settlements Working papers [View] (Paper: 281, 29.04.2009)

JEL: C13, G14, G21, G28

Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?

Bank for International Settlements Working papers [View] (Paper: 268, 21.01.2009)

JEL: E44, E51, E52, G12, G21, G28

Determinants of house prices in nine Asia-Pacific economies

Bank for International Settlements Working papers [View] (Paper: 263, 24.10.2008)

JEL: G12, R31

Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model

IJCB International Journal of Central Banking [View] (Paper: 08q2a4, 02.06.2008)

JEL: C15, G13, G21, G28

The pricing of correlated default risk: evidence from the credit derivatives market

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2008/09, 30.05.2008)

JEL: C15, G12, G13

Capital Regulation and Banks' Financial Decisions

IJCB International Journal of Central Banking [View] (Paper: 08q1a5, 06.03.2008)

JEL: G21, G28

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

Capital regulation and banks' financial decisions

Bank for International Settlements Working papers [View] (Paper: 232, 27.07.2007)

JEL: G21, G28

Modelling and calibration errors in measures of portfolio credit risk

Bank for International Settlements Working papers [View] (Paper: 230, 28.06.2007)

JEL: C15, G13, G21, G28

The structure of housing finance markets and house prices in Asia

Bank for International Settlements Quarterly Review [View] (Paper: 0612g, 11.12.2006)

JEL: G12, G21, O53

The pricing of portfolio credit risk

Bank for International Settlements Working papers [View] (Paper: 214, 15.09.2006)

JEL: C15, G13

Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2005-63, 20.12.2005)

JEL: C14, G12, G13

Explaining credit default swap spreads with equity volatility and jump risks of individual firms

Bank for International Settlements Working papers [View] (Paper: 181, 18.09.2005)

JEL: C14, G12, G13

Commercial property prices and bank performance

Bank for International Settlements Working papers [View] (Paper: 175, 20.04.2005)

JEL: G12, G21

Contractual terms and CDS pricing

Bank for International Settlements Quarterly Review [View] (Paper: 0503h, 09.03.2005)

JEL: G12, G13

An empirical comparison of credit spreads between the bond market and the credit default swap market

Bank for International Settlements Working papers [View] (Paper: 160, 18.08.2004)

Bank lending and commercial property cycles: some cross-country evidence

Bank for International Settlements Working papers [View] (Paper: 150, 09.03.2004)

JEL: G12, G21

What drives housing price dynamics: cross-country evidence

Bank for International Settlements Quarterly Review [View] (Paper: 0403f, 08.03.2004)

JEL: C32, G12, G21

The case of the missing commercial real estate cycle

Bank for International Settlements Quarterly Review [View] (Paper: 0209g, 01.01.2004)

Credit constraints, financial liberalisation and twin crises

Bank for International Settlements Working papers [View] (Paper: 124, 06.02.2003)

JEL: F3, G21

Bank runs, welfare and policy implications

Bank for International Settlements Working papers [View] (Paper: 107, 06.02.2003)

JEL: E5, G21, G28

Bank runs without self-fulfilling prophecies

Bank for International Settlements Working papers [View] (Paper: 106, 06.02.2003)

JEL: C7, G14, G21

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003