Research papers - Financial stability and prudential regulation http://www.bis.org/list/arp_research/tid_82/index.rss Asian research programme research papers Financial stability and prudential regulation en 03Jun/Global contagion of volatilities and volatility risk premiums http://www.bis.org/repofficepubl/arpresearch201003.03.pdf Global contagion of volatilities and volatility risk premiums 2010-06-03T05:57:00Z 2783 kb Global contagion of volatilities and volatility risk premiums 2010-06-03T05:57:00Z BIS 03Jun/The Urban-Rural Differences of Inflation in China http://www.bis.org/repofficepubl/arpresearch201003.16.pdf The Urban-Rural Differences of Inflation in China 2010-06-03T05:55:00Z 300 kb The Urban-Rural Differences of Inflation in China 2010-06-03T05:55:00Z BIS 03Jun/Double Drain, Risk of Recession and Monetary Policy in Small Open Economies http://www.bis.org/repofficepubl/arpresearch201003.15.pdf Double Drain, Risk of Recession and Monetary Policy in Small Open Economies 2010-06-03T05:53:00Z 486 kb Double Drain, Risk of Recession and Monetary Policy in Small Open Economies 2010-06-03T05:53:00Z BIS 03Jun/THE ROAD TO RECOVERY: FISCAL STIMULUS, FINANCIAL SECTOR REHABILITATION, AND POTENTIAL RISKS AHEAD http://www.bis.org/repofficepubl/arpresearch201003.14.pdf THE ROAD TO RECOVERY: FISCAL STIMULUS, FINANCIAL SECTOR REHABILITATION, AND POTENTIAL RISKS AHEAD 2010-06-03T05:51:00Z 273 kb THE ROAD TO RECOVERY: FISCAL STIMULUS, FINANCIAL SECTOR REHABILITATION, AND POTENTIAL RISKS AHEAD 2010-06-03T05:51:00Z BIS 03Jun/Financial Integration and Economic Growth: An Empirical Analysis Using International Panel Data from 1974-2007 http://www.bis.org/repofficepubl/arpresearch201003.13.pdf Financial Integration and Economic Growth: An Empirical Analysis Using International Panel Data from 1974-2007 2010-06-03T05:47:00Z 222 kb Financial Integration and Economic Growth: An Empirical Analysis Using International Panel Data from 1974-2007 2010-06-03T05:47:00Z BIS 03Jun/Does the bank credit channel of monetary policy matter in the Philippines? http://www.bis.org/repofficepubl/arpresearch201003.12.pdf Does the bank credit channel of monetary policy matter in the Philippines? 2010-06-03T05:45:00Z 412 kb Does the bank credit channel of monetary policy matter in the Philippines? 2010-06-03T05:45:00Z BIS 03Jun/Impacts of Financial Factors on Emerging Market Business Cycle Fluctuations http://www.bis.org/repofficepubl/arpresearch201003.11.pdf Impacts of Financial Factors on Emerging Market Business Cycle Fluctuations 2010-06-03T03:53:00Z 355 kb Impacts of Financial Factors on Emerging Market Business Cycle Fluctuations 2010-06-03T03:53:00Z BIS 03Jun/Pro-cyclical Management of Banks¿ Non-Performing Loans by the Indian Public Sector Banks http://www.bis.org/repofficepubl/arpresearch201003.08.pdf Pro-cyclical Management of Banks¿ Non-Performing Loans by the Indian Public Sector Banks 2010-06-03T03:32:00Z 517 kb Pro-cyclical Management of Banks¿ Non-Performing Loans by the Indian Public Sector Banks 2010-06-03T03:32:00Z BIS 03Jun/Loan Loss Provisioning and the Business Cycle: Does Capital Matter? Evidence from Philippine Banks http://www.bis.org/repofficepubl/arpresearch201003.07.pdf Loan Loss Provisioning and the Business Cycle: Does Capital Matter? Evidence from Philippine Banks 2010-06-03T03:30:00Z 240 kb Loan Loss Provisioning and the Business Cycle: Does Capital Matter? Evidence from Philippine Banks 2010-06-03T03:30:00Z BIS 03Jun/Measuring Systemic Risk and Financial Linkages in the Thai Banking System http://www.bis.org/repofficepubl/arpresearch201003.06.pdf Measuring Systemic Risk and Financial Linkages in the Thai Banking System 2010-06-03T03:27:00Z 975 kb Measuring Systemic Risk and Financial Linkages in the Thai Banking System 2010-06-03T03:27:00Z BIS 03Jun/Market Liquidity Risk as an Indicator of Financial Stability: The Case of Indonesia http://www.bis.org/repofficepubl/arpresearch201003.05.pdf Market Liquidity Risk as an Indicator of Financial Stability: The Case of Indonesia 2010-06-03T03:25:00Z 853 kb Market Liquidity Risk as an Indicator of Financial Stability: The Case of Indonesia 2010-06-03T03:25:00Z BIS 03Jun/A LIQUIDITY RISK STRESS-TESTING FRAMEWORK WITH INTERACTION BETWEEN MARKET AND CREDIT RISKS http://www.bis.org/repofficepubl/arpresearch201003.04.pdf A LIQUIDITY RISK STRESS-TESTING FRAMEWORK WITH INTERACTION BETWEEN MARKET AND CREDIT RISKS 2010-06-03T03:21:00Z 565 kb A LIQUIDITY RISK STRESS-TESTING FRAMEWORK WITH INTERACTION BETWEEN MARKET AND CREDIT RISKS 2010-06-03T03:21:00Z BIS 03Jun/Monetary Policy Effects on Liquidity Crunch in Late 2008: High-Frequency Differentials between Swap-Implied Funding Costs and Money Market Rates http://www.bis.org/repofficepubl/arpresearch201003.02.pdf Monetary Policy Effects on Liquidity Crunch in Late 2008: High-Frequency Differentials between Swap-Implied Funding Costs and Money Market Rates 2010-06-03T02:51:00Z 187 kb Monetary Policy Effects on Liquidity Crunch in Late 2008: High-Frequency Differentials between Swap-Implied Funding Costs and Money Market Rates 2010-06-03T02:51:00Z BIS 10Dec/Removing the punchbowl: central bank exit strategies http://www.bis.org/repofficepubl/arpresearch2009.1210.pdf BNM-BIS High-Level Seminar: “From exit strategies to a resilient financial system”, 10–11 December 2009, Kota Kinabalu, Malaysia Removing the punchbowl: central bank exit strategies 2009-12-10T16:01:00Z 129 kb Removing the punchbowl: central bank exit strategies 2009-12-10T16:01:00Z BIS 10 December 2009 14Aug/Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the CDS market http://www.bis.org/repofficepubl/arpresearch200906.5.htm BIS Papers No 52 Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the CDS market 2009-08-14T15:01:00Z Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the CDS market 2009-08-14T15:01:00Z BIS PDF version http://www.bis.org/repofficepubl/arpresearch200906.5.pdf Mico Loretan Loretan Mr Senior Economist Bank for International Settlements Don Kim Kim Mr Bank for International Settlements Eli M Remolona Remolona Mr Chief Representative Bank for International Settlements Mico Loretan, Don Kim and Eli M Remolona 14 August 2009