BIS research papers

Date Titles
24 Nov 2015

Guidance on cyber resilience for financial market infrastructures - CPMI-IOSCO consultative paper

24 Nov 2015

Making supervisory stress tests more macroprudential: Considering liquidity and solvency interactions and systemic risk

23 Nov 2015

Digital currencies

20 Nov 2015

A search-based model of the interbank money market and monetary policy implementation

19 Nov 2015

External shocks, banks and optimal monetary policy in an open economy

18 Nov 2015

Fundamental review of the trading book - interim impact analysis

16 Nov 2015

What do new forms of finance mean for EM central banks?

BIS Papers No 83

13 Nov 2015

Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve

13 Nov 2015

Implementation of Basel standards - A report to G20 Leaders on implementation of the Basel III regulatory reforms

13 Nov 2015

Finalising post-crisis reforms: an update - A report to G20 Leaders

10 Nov 2015

Capital treatment for "simple, transparent and comparable" securitisations - consultative document

10 Nov 2015

Modelling the time-variation in euro area lending spreads

09 Nov 2015

TLAC Holdings - consultative document

Open for consultation until Friday 12 February 2016

  • Translation in French to follow soon

09 Nov 2015

TLAC Quantitative Impact Study (QIS) Report

09 Nov 2015

Assessing the economic costs and benefits of TLAC implementation

This report presents the work of the experts' group that analysed the economic impact of the implementation of total loss absorbing capacity (TLAC) to be applied to global systemically important banks (G-SIBs). It summarises the assessment of impact on individual banks subjected to the requirement (microeconomic impact), as well as the costs and benefits to the economy as a whole (macroeconomic impact).

05 Nov 2015

Haircut floors for non-centrally cleared securities financing transactions - consultative document

Open for consultation until Tuesday 5 January 2016

20 Oct 2015

Capital flows and the current account: Taking financing (more) seriously

20 Oct 2015

Breaking free of the triple coincidence in international finance

19 Oct 2015

Frequently asked questions on the Basel III Countercyclical Capital Buffer

16 Oct 2015

The evolution of inflation expectations in Canada and the US

16 Oct 2015

Do banks extract informational rents through collateral?

15 Oct 2015

Ninth progress report on adoption of the Basel regulatory framework

12 Oct 2015

Does variance risk have two prices? Evidence from the equity and option markets

12 Oct 2015

Optimal inflation with corporate taxation and financial constraints

09 Oct 2015

The hunt for duration: not waving but drowning?