Financial Stability Institute (FSI) publications
March 2012
FSI Occasional Papers
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No. 10: Liquidity transfer pricing: a guide to better practice, by Joel Grant (December 2011) (PDF, 64 pages 287 kb)
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No. 9: 2010 FSI Survey on the Implementation of the New Capital Adequacy Framework, Summary of responses to the Basel II implementation survey
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No. 7: Institutional arrangements for financial sector supervision by FSI staff (Results of the 2006 FSI Survey)
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No. 6: Implementation of the new capital adequacy framework in non-Basel Committee member countries by FSI staff (Summary of responses to the 2006 follow-up Questionnaire on Basel II implementation, September 2006)
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No. 5: Potentially endogenous borrowing and developing country sovereign credit ratings by Gregory D Sutton (July 2005)
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No. 4: Implementation of the new capital adequacy framework in non-Basel Committee member countries by FSI staff (Summary of responses to the Basel II implementation assistance questionnaire, July 2004)
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No. 3: Public asset management companies in East Asia by Ben Fung, Jason George, Stefan Hohl and Guonan Ma (February 2004) (PDF, 75 pages 317 kb)
Case studies
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No. 2: The transformation of the financial services industry by H Onno Ruding (March 2002) (PDF, 30 pages 70 kb)
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No. 1: The organisational structure of banking supervision by Prof. C A E Goodhart (November 2000) (PDF, 54 pages 117 kb)
FSI Award papers
Every two years, the FSI grants an award to the author of an original essay on a topic related to a financial regulatory or supervisory issue of current interest.
2012 FSI Award rules
Winning papers
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2010: Regulatory use of system-wide estimations of PD, LGD and EAD
by Jesus Alan Elizondo Flores, Tania Lemus Basualdo, Ana Regina Quintana Sordo, Comisión Nacional Bancaria y de Valores, Mexico (September 2010) (PDF, 75 pages 1.75 Mb)
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2008: Stress Testing Credit Risk: Comparison of the Czech Republic and Germany
by Petr Jakubík, Czech National Bank and Christian Schmieder, Deutsche Bundesbank and European Investment Bank (September 2008) (PDF, 63 pages 279 kb)
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2006: Stability of a "through-the-cycle" rating system during a financial crisis
by Verónica Vallés, Central Bank of Argentina (September 2006) (PDF, 48 pages 321 kb)
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2004: A review of credit registers and their use for Basel II
by Carlos Trucharte Artigas, Bank of Spain (September 2004) (PDF, 30 pages 102 kb)
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2002: Framework for the assessment of bank earnings
by Rodrigo Luis Rosa Couto, Banco Central do Brasil (September 2002) (PDF, 44 pages 242 kb)
Other papers
