Central Bank Research Hub - Series: Bank for International Settlements Quarterly Review

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Title Author(s)

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

Paper: 1112g, 12.12.2011

FX strategies in periods of distress by Jacob Gyntelberg and Andreas Schrimpf

Paper: 1112e, 12.12.2011

The rise of sovereign credit risk: implications for financial stability

Paper: 1109g, 19.09.2011

The trade balance and the real exchange rate

Paper: 1109e, 19.09.2011

Global credit and domestic credit booms

Paper: 1109f, 19.09.2011

Expansion of central clearing

Paper: 1106h, 06.06.2011

The global output gap: measurement issues and regional disparities

Paper: 1106e, 06.06.2011

Rating methodologies for banks

Paper: 1106f, 06.06.2011

The predictive content of financial cycle measures for output fluctuations

Paper: 1106g, 06.06.2011

Foreign exchange trading in emerging currencies: more financial, more offshore

Paper: 1103h, 14.03.2011

The use of reserve requirements as a policy instrument in Latin America

Paper: 1103g, 14.03.2011

Inflation expectations and the great recession

Paper: 1103f, 14.03.2011

Systemic importance: some simple indicators

Paper: 1103e, 14.03.2011

Derivatives in emerging markets

Paper: 1012f, 20.12.2010

A user's guide to the Triennial Central Bank Survey of foreign exchange market activity

Paper: 1012h, 20.12.2010

The $4 trillion question: what explains FX growth since the 2007 survey?

Paper: 1012e, 20.12.2010

Counterparty risk and contract volumes in the credit default swap market

Paper: 1012g, 20.12.2010

Debt reduction after crises

Paper: 1009e, 06.09.2010

JEL: E21, E51

The collapse of international bank finance during the crisis: evidence from syndicated loan markets

Paper: 1009f, 06.09.2010

JEL: F34, G15, G21

Options for meeting the demand for international liquidity during financial crises

Paper: 1009g, 06.09.2010

JEL: E58, F31, G01

Bank structure, funding risk and the transmission of shocks across countries: concepts and measurement

Paper: 1009h, 06.09.2010

JEL: F34, G15, G21, Y10

Policy responses to dislocations in the FX swap market: the experience of Korea

Paper: 1006e, 14.06.2010

JEL: G12, G13, G18

Currency collapses and output dynamics: a long-run perspective

Paper: 1006f, 14.06.2010

JEL: E32, F31, F41, F43

Was it credit supply? Cross-border bank lending to emerging market economies during the financial crisis

Paper: 1006g, 14.06.2010

JEL: F34, G15, G21

European banks'US dollar funding pressures

Paper: 1006h, 14.06.2010

JEL: F34, F55, G01, G21

The architecture of global banking: from international to multinational?

Paper: 1003e, 15.04.2010

JEL: F34, F36, G21

Exchange rates during financial crises

Paper: 1003f, 15.04.2010

JEL: F3, G01

The dependence of the financial system on central bank and government support

Paper: 1003g, 15.04.2010

JEL: E5, G2

The term "macroprudential": origins and evolution

Paper: 1003h, 15.04.2010

JEL: G20, G28

Macro stress tests and crises: what can we learn?

Paper: 0912e, 07.12.2009

JEL: E44, G01, G17

Monetary policy and the risk-taking channel

Paper: 0912f, 07.12.2009

JEL: E44, G21

Government size and macroeconomic stability

Paper: 0912g, 07.12.2009

JEL: E32, E6, F41

Issues and developments in loan loss provisioning: the case of Asia

Paper: 0912h, 07.12.2009

JEL: G21, G28

Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging

Paper: 0912i, 07.12.2009

JEL: F3, G2

The future of securitisation: how to align incentives?

Paper: 0909e, 14.09.2009

Central counterparties for over-the-counter derivatives

Paper: 0909f, 14.09.2009

The cost of equity for global banks: a CAPM perspective from 1990 to 2009

Paper: 0909g, 14.09.2009

The systemic importance of financial institutions

Paper: 0909h, 14.09.2009

Government debt management at low interest rates

Paper: 0906e, 08.06.2009

JEL: E50, E51, E52, E58, E60, E61, E63, E65, H63

The global crisis and Latin America: financial impact and policy responses

Paper: 0906f, 08.06.2009

JEL: E44, E50, E66, F21, F34, F40, G15, O16

Assessing the risk of banking crises - revisited

Paper: 0903e, 02.03.2009

JEL: E37, E44, F34, G21

The US dollar shortage in global banking

Paper: 0903f, 02.03.2009

JEL: F34, G01, G21

US dollar money market funds and non-US banks

Paper: 0903g, 02.03.2009

JEL: E58, F34, G28, G29

Execution methods in foreign exchange markets

Paper: 0903h, 02.03.2009

JEL: F31, G15

Developments in repo markets during the financial turmoil

Paper: 0812e, 08.12.2008

Commodity prices and inflation dynamics

Paper: 0812f, 08.12.2008

Bank health and lending to emerging markets

Paper: 0812g, 08.12.2008

How many in negative equity? The role of mortgage contract characteristics

Paper: 0812h, 08.12.2008

The inflation risk premium in the term structure of interest rates

Paper: 0809e, 01.09.2008

JEL: E43, E44

The ABX: how do the markets price subprime mortgage risk?

Paper: 0809h, 01.09.2008

JEL: E43, G12, G13, G14

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