Research papers - Financial stability and prudential regulation

Date Titles
Jun 2010

Global contagion of volatilities and volatility risk premiums

Jun 2010

The Urban-Rural Differences of Inflation in China

Jun 2010

Double Drain, Risk of Recession and Monetary Policy in Small Open Economies

Jun 2010

THE ROAD TO RECOVERY: FISCAL STIMULUS, FINANCIAL SECTOR REHABILITATION, AND POTENTIAL RISKS AHEAD

Jun 2010

Financial Integration and Economic Growth: An Empirical Analysis Using International Panel Data from 1974-2007

Jun 2010

Does the bank credit channel of monetary policy matter in the Philippines?

Jun 2010

Impacts of Financial Factors on Emerging Market Business Cycle Fluctuations

Jun 2010

Pro-cyclical Management of Banks¿ Non-Performing Loans by the Indian Public Sector Banks

Jun 2010

Loan Loss Provisioning and the Business Cycle: Does Capital Matter? Evidence from Philippine Banks

Jun 2010

Measuring Systemic Risk and Financial Linkages in the Thai Banking System

Jun 2010

Market Liquidity Risk as an Indicator of Financial Stability: The Case of Indonesia

Jun 2010

A LIQUIDITY RISK STRESS-TESTING FRAMEWORK WITH INTERACTION BETWEEN MARKET AND CREDIT RISKS

Jun 2010

Monetary Policy Effects on Liquidity Crunch in Late 2008: High-Frequency Differentials between Swap-Implied Funding Costs and Money Market Rates

Dec 2009

Removing the punchbowl: central bank exit strategies

Randall S Kroszner (Booth School of Business, University of Chicago)

Aug 2009

Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the CDS market

BIS Papers No 52

Jun 2009

Commercial property prices and bank performance

Quarterly Review of Economics and Finance

May 2009

Global Shocks and Economic Stability in Asia and the Pacific

by Már Gudmundsson, SEACEN Occasional Paper, no 48

May 2009

Household debt: implications for monetary policy and financial stability

Edited by Guonan Ma, proceedings of a joint conference organised by the BIS and the Bank of Korea in Seoul on 28 March 2008, BIS Papers, no 46

May 2009

Household debt, monetary policy and financial stability: a unifying model

BIS Papers no 46

Apr 2009

A Framework for Assessing the Systemic Risk of Major Financial Institutions

by Xin Huang, Hao Zhou and Haibin Zhu, BIS Working papers no 281; also in Journal of Banking and Finance

Dec 2008

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

BIS Working Papers, no 268

Oct 2008

Determinants of house prices in nine Asia-Pacific economies

by Eloisa T Glindro, Tientip Subhanij, Jessica Szeto and Haibin Zhu, BIS Working Papers, no 263