http://www.bis.org/list/cgfs/tid_48/index.rss Publications of the Committee on the Global Financial System (CGFS), monitoring developments in global financial markets for the central bank Governors of the G10 countries. Market liquidity en http://www.bis.org/publ/cgfs52.htm Abstract of "Market-making and proprietary trading: industry trends, drivers and policy implications", November 2014 Market-makers serve a crucial role in financial markets by providing liquidity to facilitate market efficiency and functioning. This report - prepared by a Study Group chaired by Denis Beau (Bank of France) - assesses changes in the supply of and demand for market-making services as well as their potential impact on fixed income markets. Market-making and proprietary trading: industry trends, drivers and policy implications 2014-11-21T10:00:00Z Market-makers serve a crucial role in financial markets by providing liquidity to facilitate market efficiency and functioning. This report - prepared by a Study Group chaired by Denis Beau (Bank of France) - assesses changes in the supply of and demand for market-making services as well as their potential impact on fixed income markets. Market-making and proprietary trading: industry trends, drivers and policy implications 2014-11-21T10:00:00Z BIS bond markets market robustness immediacy services dealer inventory PDF version http://www.bis.org/publ/cgfs52.pdf November 2014 Bank for International Settlements: CGFS Publications 52 G15 G12 D47 http://www.bis.org/publ/cgfs45.htm Abstract of "Global liquidity - concept, measurement and policy implications", November 2011 Global liquidity - concept, measurement and policy implications 2011-11-13T20:00:00Z Global liquidity has become a key focus of international policy debates over recent years. This reflects the view that global liquidity and its drivers are of major importance for international financial stability. The concept of global liquidity, however continues to be used in a variety of ways and this ambiguity can lead to unfounded and potentially destabilising policy initiatives. Global liquidity - concept, measurement and policy implications 2011-11-13T20:00:00Z BIS global liquidity special drawing rights IMF programmes precautionary reserves credit aggregates central bank swaps PDF version http://www.bis.org/publ/cgfs45.pdf November 2011 Bank for International Settlements: CGFS Publications 45 E50 F30 E44 http://www.bis.org/publ/cgfs44.htm Abstract of "Fixed income strategies of insurance companies and pension funds", July 2011 Fixed income strategies of insurance companies and pension funds 2011-07-12T19:00:00Z Fixed income strategies of insurance companies and pension funds 2011-07-12T19:00:00Z BIS asset allocation pension funds insurance companies accounting changes Solvency II fixed income markets PDF version http://www.bis.org/publ/cgfs44.pdf July 2011 Bank for International Settlements: CGFS Publications 44 M40 G23 G22 G28 http://www.bis.org/publ/cgfs42.htm Abstract of "Interactions of sovereign debt management with monetary conditions and financial stability", May 2011 Interactions of sovereign debt management with monetary conditions and financial stability 2011-05-23T08:00:00Z Interactions of sovereign debt management with monetary conditions and financial stability 2011-05-23T08:00:00Z BIS central banks financial stability monetary conditions sovereign debt management PDF version http://www.bis.org/publ/cgfs42.pdf May 2011 Bank for International Settlements: CGFS Publications 42 E60 E61 E58 http://www.bis.org/publ/cgfs39.htm Abstract of "Funding patterns and liquidity management of internationally active banks", May 2010 Funding patterns and liquidity management of internationally active banks 2010-05-26T23:00:00Z Funding patterns and liquidity management of internationally active banks 2010-05-26T23:00:00Z BIS PDF version http://www.bis.org/publ/cgfs39.pdf May 2010 Bank for International Settlements: CGFS Publications 39 G01 F36 G21 F34 http://www.bis.org/publ/cgfs37.htm Abstract of "The functioning and resilience of cross-border funding markets", March 2010 The functioning and resilience of cross-border funding markets 2010-03-24T10:00:00Z The functioning and resilience of cross-border funding markets 2010-03-24T10:00:00Z BIS financial crises financial markets financial crisis PDF version http://www.bis.org/publ/cgfs37.pdf March 2010 Bank for International Settlements: CGFS Publications 37 G15 G01 E58 F31 http://www.bis.org/publ/cgfs36.htm Abstract of "The role of margin requirements and haircuts in procyclicality", March 2010 The role of margin requirements and haircuts in procyclicality 2010-03-23T15:11:00Z The role of margin requirements and haircuts in procyclicality 2010-03-23T15:11:00Z BIS procyclicality effect procyclicality risk-taking channel PDF version http://www.bis.org/publ/cgfs36.pdf March 2010 Bank for International Settlements: CGFS Publications 36 G15 G21 G28 G32 http://www.bis.org/publ/cgfs31.htm Abstract of 'Central bank operations in response to the financial turmoil', July 2008 Central bank operations in response to the financial turmoil 2008-07-04T07:00:00Z Central bank operations in response to the financial turmoil 2008-07-04T07:00:00Z BIS financial turmoil standing facilities central bank operational frameworks open market operations interbank market money market PDF version http://www.bis.org/publ/cgfs31.pdf July 2008 Bank for International Settlements: CGFS Publications 31 http://www.bis.org/publ/cgfs28.htm Introduction of CGFS publication 'Financial stability and local currency bond markets', June 2007. Financial stability and local currency bond markets 2007-06-29T22:00:00Z Financial stability and local currency bond markets 2007-06-29T22:00:00Z BIS financial stability local currency bond markets PDF version http://www.bis.org/publ/cgfs28.pdf June 2007 Bank for International Settlements: CGFS Publications 28 http://www.bis.org/publ/cgfs13.htm Introduction of CGFS publication 'Recommendations for the design of liquid markets', October 1999. This note presents a list of general principles and more specific policy recommendations for the creation of deep and liquid government securities markets Recommendations for the design of liquid markets 1999-10-10T22:00:00Z Recommendations for the design of liquid markets 1999-10-10T22:00:00Z BIS Market liquidity, market infrastructure PDF version http://www.bis.org/publ/cgfs13.pdf October 1999 Bank for International Settlements: CGFS Publications 13 http://www.bis.org/publ/cgfs11.htm Abstract of CGFS publication 'Market Liquidity: Research Findings and Selected Policy Implications', May 1999. This report is the result of a coordinated research effort by the central banks of Canada, Italy, Japan, the United Kingdom and the United States and the Bank for International Settlements on the determinants of market liquidity and on how central banks and other public authorities influence these determinants. Market Liquidity: Research Findings and Selected Policy Implications 1999-04-30T22:00:00Z Market Liquidity: Research Findings and Selected Policy Implications 1999-04-30T22:00:00Z BIS Market liquidity, market infrastructure May 1999 Bank for International Settlements: CGFS Publications 11