Financial Stability Institute (FSI) publications

October 2006

FSI Occasional Papers

No. 9: 2010 FSI Survey on the Implementation of the New Capital Adequacy Framework, Summary of responses to the Basel II implementation survey
No. 7: Institutional arrangements for financial sector supervision by FSI staff (Results of the 2006 FSI Survey)
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)
No. 5: Potentially endogenous borrowing and developing country sovereign credit ratings by Gregory D Sutton (July 2005)
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)
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
No. 2: The transformation of the financial services industry by H Onno Ruding (March 2002) (PDF, 30 pages 70 kb)
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

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)
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)
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)
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)
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

2008 FSI Survey on the Implementation of the new capital adequacy framework in non-Basel Committee member countries (Summary of responses to the Basel II implementation survey)