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

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Abstract Full text	Macro stress tests and crises: what can we learn? Paper: 0912e, 07.12.2009 JEL: E44, G01, G17	Mathias Drehmann Rodrigo Alfaro
Abstract Full text	Monetary policy and the risk-taking channel Paper: 0912f, 07.12.2009 JEL: E44, G21	Leonardo Gambacorta
Abstract Full text	Government size and macroeconomic stability Paper: 0912g, 07.12.2009 JEL: E32, E6, F41	Madhusudan Mohanty Fabrizio Zampolli
Abstract Full text	Issues and developments in loan loss provisioning: the case of Asia Paper: 0912h, 07.12.2009 JEL: G21, G28	Frank Packer Sarawan Angklomkliew Jason George
Abstract Full text	Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging Paper: 0912i, 07.12.2009 JEL: F3, G2	Robert N. McCauley Patrick McGuire
Abstract Full text	The future of securitisation: how to align incentives? Paper: 0909e, 14.09.2009	Janet Mitchell Ingo Fender
Abstract Full text	Central counterparties for over-the-counter derivatives Paper: 0909f, 14.09.2009	Marc Hollanders Jacob Gyntelberg Stephen Cecchetti
Abstract Full text	The cost of equity for global banks: a CAPM perspective from 1990 to 2009 Paper: 0909g, 14.09.2009	Michael R. King
Abstract Full text	The systemic importance of financial institutions Paper: 0909h, 14.09.2009	Kostas Tsatsaronis Claudio Borio Nikola A. Tarashev
Abstract Full text	Government debt management at low interest rates Paper: 0906e, 08.06.2009 JEL: E50, E51, E52, E58, E60, E61, E63, E65, H63	Kazuo Ueda Robert N. McCauley
Abstract Full text	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	Alejandro Jara Ramon Moreno Camilo E. Tovar
Abstract Full text	Assessing the risk of banking crises - revisited Paper: 0903e, 02.03.2009 JEL: E37, E44, F34, G21	Mathias Drehmann Claudio Borio
Abstract Full text	The US dollar shortage in global banking Paper: 0903f, 02.03.2009 JEL: F34, G01, G21	Patrick McGuire Goetz von Peter
Abstract Full text	US dollar money market funds and non-US banks Paper: 0903g, 02.03.2009 JEL: E58, F34, G28, G29	Srichander Ramaswamy Naohiko Baba Robert N. McCauley
Abstract Full text	Execution methods in foreign exchange markets Paper: 0903h, 02.03.2009 JEL: F31, G15	Alexandra Heath Paola Gallardo
Abstract Full text	Developments in repo markets during the financial turmoil Paper: 0812e, 08.12.2008	Peter Hördahl Michael R. King
Abstract Full text	Commodity prices and inflation dynamics Paper: 0812f, 08.12.2008	Richhild Moessner Stephen Cecchetti
Abstract Full text	Bank health and lending to emerging markets Paper: 0812g, 08.12.2008	Patrick McGuire Nikola A. Tarashev
Abstract Full text	How many in negative equity? The role of mortgage contract characteristics Paper: 0812h, 08.12.2008	Luci Ellis
Abstract Full text	The inflation risk premium in the term structure of interest rates Paper: 0809e, 01.09.2008 JEL: E43, E44	Peter Hördahl
Abstract Full text	The development of money markets in Asia Paper: 0809f, 01.09.2008 JEL: E44, E52, E58, F42	Philip Wooldridge Mico Loretan
Abstract Full text	Reducing foreign exchange settlement risk Paper: 0809g, 01.09.2008 JEL: G15, G18, G2, G21, G28, G32	Robert Lindley
Abstract Full text	The ABX: how do the markets price subprime mortgage risk? Paper: 0809h, 01.09.2008 JEL: E43, G12, G13, G14	Ingo Fender Martin Scheicher
Abstract	International banking activity amidst the turmoil Paper: 0806e, 09.06.2008 JEL: F34, G15, G21	Patrick McGuire Goetz von Peter
Abstract	Managing international reserves: how does diversification affect financial costs? Paper: 0806f, 09.06.2008 JEL: G11, G18, G28	Stichander Ramaswamy
Abstract	Credit derivatives and structured credit: the nascent markets of Asia and the Pacific Paper: 0806g, 09.06.2008 JEL: G12, G13, G15	Ilhyock Shim Eli M. Remolona
Abstract	Asian banks and the international interbank market Paper: 0806h, 09.06.2008 JEL: E58, F32, F34, G15, G18, G21	Jens Zukunft Robert N. McCauley
Abstract	Monetary operations and the financial turmoil Paper: 0803e, 03.03.2008 JEL: E43, E49, G21, G32	Claudio Borio William R. Nelson
Abstract	What drives interbank rates? Evidence from the Libor panel Paper: 0803f, 03.03.2008 JEL: G21, G32	François-Louis Michaud Christian Upper
Abstract	Interbank rate fixings during the recent turmoil Paper: 0803g, 03.03.2008 JEL: F30, G12, G15	Jacob Gyntelberg Philip Wooldridge
Abstract	The spillover of money market turbulence to FX swap and cross-currency swap markets Paper: 0803h, 03.03.2008 JEL: G12, G14, G15	Naohiko Baba Frank Packer Teppei Nagano
Abstract	Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures Paper: 0803i, 03.03.2008 JEL: G24, G32	Ingo Fender Haibin Zhu Nikola A. Tarashev
Abstract Full text	Changing post-trading arrangements for OTC derivatives Paper: 0712i, 10.12.2007 JEL: G24, G29, G32	Christian Upper Elisabeth Ledrut
Abstract Full text	International banking centres: a network perspective Paper: 0712e, 10.12.2007 JEL: C45, F34, G21, L14	Goetz von Peter
Abstract Full text	International banking with the euro Paper: 0712f, 10.12.2007	Patrick McGuire Nikola A. Tarashev
Abstract Full text	What drives the growth in FX activity? Interpreting the 2007 triennial survey Paper: 0712g, 10.12.2007	Alexandra Heath Gabriele Galati
Abstract Full text	Risk in carry trades: a look at target currencies in Asia and the Pacific Paper: 0712h, 10.12.2007	Jacob Gyntelberg Eli M. Remolona
Abstract Full text	Corporate financial restructuring in Asia: implications for financial stability Paper: 0709i, 23.10.2007 JEL: G32, G38	Michael Pomerleano
Abstract	Evidence of carry trade activity Paper: 0709e, 03.09.2007 JEL: F31, F32, G15	Patrick McGuire Alexandra Heath Gabriele Galati
Abstract	The covered bond market Paper: 0709f, 03.09.2007 JEL: G11, G12, G15	Frank Packer Christian Upper Ryan Stever
Abstract	Global and regional financial integration: progress in emerging markets Paper: 0709g, 03.09.2007 JEL: F21, F36, G11	Philip Wooldridge Alicia Garcia-Herrero
Abstract	Securitisation in Latin America Paper: 0709h, 03.09.2007 JEL: G15, G18, G21, O16	Michela Scatigna Camilo E. Tovar
Abstract	The BIS statistics on payments and settlements Paper: 0706f, 11.06.2007 JEL: E51, E58, G2	Elisabeth Ledrut
Abstract	Recent episodes of credit card distress in Asia Paper: 0706g, 11.06.2007 JEL: D14, G14, G23, G28	Tae Soo Kang Guonan Ma
Abstract	The search for liquidity in the Brazilian domestic government bond market Paper: 0706h, 11.06.2007 JEL: E44, G18, H63, O16	Márcio Araujo André Amante Serge Jeanneau
Abstract	Interpreting sovereign spreads Paper: 0703e, 16.03.2007	Eliza Wu Michela Scatigna Eli M. Remolona
Abstract	Exchange rates and global volatility: implications for Asia-Pacific currencies Paper: 0703f, 16.03.2007	Robert N. McCauley Corrinne Ho John Cairns
Abstract	Financial investors and commodity markets Paper: 0703g, 16.03.2007	Alexandra Heath Dietrich Domanski
Abstract	Tracking international bank flows Paper: 0612e, 11.12.2006 JEL: F34, G15, G21	Patrick McGuire Nikola A. Tarashev
Abstract	Internationalising a currency: the case of the Australian dollar Paper: 0612f, 11.12.2006 JEL: F3, G1	Robert N. McCauley

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004