http://www.bis.org/list/cgfs/tid_50/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. Risk management en 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/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/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/cgfs34.htm Abstract of 'The role of valuation and leverage in procyclicality', a report prepared by a joint Working Group of the FSF and the CGFS, April 2009 The role of valuation and leverage in procyclicality 2009-04-17T09:00:00Z The role of valuation and leverage in procyclicality 2009-04-17T09:00:00Z BIS leverage ratio funding liquidity risk maturity mismatch embedded leverage PDF version http://www.bis.org/publ/cgfs34.pdf April 2009 Bank for International Settlements: CGFS Publications 34 http://www.bis.org/publ/cgfs30.htm Abstract of 'Private equity and leveraged finance markets', July 2008 Private equity and leveraged finance markets 2008-07-03T22:00:00Z Private equity and leveraged finance markets 2008-07-03T22:00:00Z BIS private equity leveraged buyouts merger and acquisition warehouse risk securitisation vehicles PDF version http://www.bis.org/publ/cgfs30.pdf July 2008 Bank for International Settlements: CGFS Publications 30 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/cgfs27.htm Executive summary of CGFS publication 'Institutional investors, global savings and asset allocation', February 2007. Institutional investors, global savings and asset allocation 2007-02-27T23:00:00Z Institutional investors, global savings and asset allocation 2007-02-27T23:00:00Z BIS CGFS institutional investors global savings asset allocation PDF version http://www.bis.org/publ/cgfs27.pdf February 2007 Bank for International Settlements: CGFS Publications 27 http://www.bis.org/publ/cgfs24.htm Introduction of CGFS publication 'Stress testing at major financial institutions: survey results and practice', January 2005. Stress testing at major financial institutions: survey results and practice 2005-01-09T23:00:00Z Stress testing at major financial institutions: survey results and practice 2005-01-09T23:00:00Z BIS Stress testing, risk management PDF version http://www.bis.org/publ/cgfs24.pdf January 2005 Bank for International Settlements: CGFS Publications 24 http://www.bis.org/publ/cgfs18.htm Preface of CGFS publication 'A survey of stress tests and current practice at major financial institutions', April 2001. The publication of the report is intended to contribute to the general understanding of the use of stress tests as a market risk management tool A survey of stress tests and current practice at major financial institutions 2001-04-24T22:00:00Z A survey of stress tests and current practice at major financial institutions 2001-04-24T22:00:00Z BIS Stress testing; risk management PDF version http://www.bis.org/publ/cgfs18.pdf April 2001 Bank for International Settlements: CGFS Publications 18 http://www.bis.org/publ/cgfs17.htm Executive summary of CGFS publication 'Collateral in wholesale financial markets: recent trends, risk management and market dynamics', March 2001. The use of collateral has become one of the most important and widespread risk mitigation techniques in wholesale financial markets Collateral in wholesale financial markets: recent trends, risk management and market dynamics 2001-03-06T23:00:00Z Collateral in wholesale financial markets: recent trends, risk management and market dynamics 2001-03-06T23:00:00Z BIS Risk management; market infrastructure PDF version http://www.bis.org/publ/cgfs17.pdf March 2001 Bank for International Settlements: CGFS Publications 17 http://www.bis.org/publ/cgfs14.htm Executive summary of CGFS publication 'Stress Testing by Large Financial Institutions: Current Practice and aggregation Issues', April 2000. The activities of large, internationally active financial institutions have grown increasingly complex and diverse in recent years Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues 2000-04-09T22:00:00Z Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues 2000-04-09T22:00:00Z BIS Stress testing; risk management PDF version http://www.bis.org/publ/cgfs14.pdf April 2000 Bank for International Settlements: CGFS Publications 14 http://www.bis.org/publ/ecsc08.htm Report on OTC Derivatives: Settlement procedures and counterparty risk management (CGFS Publications No. 8) Report on OTC Derivatives: Settlement procedures and counterparty risk management 1998-09-07T22:00:00Z Report on OTC Derivatives: Settlement procedures and counterparty risk management 1998-09-07T22:00:00Z BIS Derivatives, risk management, settlement procedures PDF version http://www.bis.org/publ/ecsc08.pdf September 1998 Bank for International Settlements: CGFS Publications 8 http://www.bis.org/publ/ecsc07.htm The measurement of aggregate market risk (CGFS Publications No. 7) The measurement of aggregate market risk 1997-11-08T23:00:00Z The measurement of aggregate market risk 1997-11-08T23:00:00Z BIS Risk management, systemic risk November 1997 Bank for International Settlements: CGFS Publications 7 http://www.bis.org/publ/ecsc03.htm A discussion paper on public disclosure of market and credit risks by financial intermediaries (CGFS Publications No. 3) A discussion paper on public disclosure of market and credit risks by financial intermediaries (Fisher Report) 1994-08-31T22:00:00Z A discussion paper on public disclosure of market and credit risks by financial intermediaries (Fisher Report) 1994-08-31T22:00:00Z BIS PDF version http://www.bis.org/publ/ecsc03.pdf September 1994 Bank for International Settlements: CGFS Publications 3