News archive - 2011

Date  
30 Dec 2011

Liquidity transfer pricing: a guide to better practice

Liquidity transfer pricing: a guide to better practice, FSI Occasional Paper No 10 - December 2011

23 Dec 2011

BIS speeches:

by Jaime Caruana: In honour of Tommaso Padoa-Schioppa: panel remarks

22 Dec 2011

BIS speeches:

by Jaime Caruana: Financial stability and risk disclosure

21 Dec 2011

Press releases:

Application of own credit risk adjustments to derivatives - Basel Committee consultative document

21 Dec 2011

BCBS Publications:

Application of own credit risk adjustments to derivatives - consultative document

20 Dec 2011

Bank of Thailand-BIS Research Conference on "Central Bank Balance Sheets in Asia and the Pacific: The Policy Challenges Ahead"

Joint Bank of Thailand-BIS Research Conference on "Central Bank Balance Sheets in Asia and the Pacific: The Policy Challenges Ahead", Co-hosted by the Bank of Thailand and the Bank for International Settlements, Chiang Mai, Thailand, 12-13 December 2011.

20 Dec 2011

Press releases:

Consultative paper on revised "Core principles for effective banking supervision" issued by the Basel Committee

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20 Dec 2011

BCBS Publications:

Core principles for effective banking supervision - consultative document

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19 Dec 2011

Press releases:

Consultative paper on "Principles for the supervision of financial conglomerates" released by the Joint Forum

19 Dec 2011

BCBS Publications:

Principles for the supervision of financial conglomerates - consultative document

19 Dec 2011

Press releases:

Proposed regulatory capital disclosure requirements issued by the Basel Committee

19 Dec 2011

BCBS Publications:

Definition of capital disclosure requirements - consultative document

16 Dec 2011

Macroprudential regulation and policy

BIS Papers No. 60

16 Dec 2011

BIS speeches:

by Jaime Caruana: Why central bank balance sheets matter

16 Dec 2011

Working Papers:

Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?

by Philip Turner

16 Dec 2011

Press releases:

High cost credit protection: statement issued by the Basel Committee

16 Dec 2011

Basel Committee newsletter:

High cost credit protection

16 Dec 2011

Press releases:

Basel III FAQs answered by the Basel Committee

16 Dec 2011

BCBS Publications:

Basel III definition of capital - Frequently asked questions (update of FAQs published in October 2011)

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13 Dec 2011

Working Papers:

Currency Momentum Strategies

by Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf

12 Dec 2011

Press releases:

December 2011 Quarterly Review discusses global market repercussions of euro area sovereign debt crisis

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12 Dec 2011

BIS Quarterly Review:

BIS Quarterly Review, December 2011

09 Dec 2011

Working Papers:

Was This Time Different?: Fiscal Policy in Commodity Republics

by Luis Felipe Céspedes and Andrés Velasco

09 Dec 2011

Working Papers:

Perceptions and misperceptions of fiscal inflation

by Eric M. Leeper and Todd B. Walker

09 Dec 2011

Working Papers:

The Liquidation of Government Debt

by Carmen M. Reinhart and M. Belen Sbrancia

09 Dec 2011

Working Papers:

The "Austerity myth": Gain Without Pain?

by Roberto Perotti

09 Dec 2011

Working Papers:

Long-term fiscal sustainability in major economies

by Alan J Auerbach

09 Dec 2011

Fiscal policy and its implications for monetary and financial stability

BIS Papers No. 59

by Stephen G Cecchetti, Martin Feldstein, Jaime Caruana, José de Gregorio, Peter Diamond and Peter Praet

09 Dec 2011

BIS speeches:

by Jaime Caruana: Foreign participation and bond market development in Asia and the Pacific

08 Dec 2011

IFC Bulletin:

Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010

02 Dec 2011

Press releases:

Banks' internal audit function - consultative paper issued by the Basel Committee

02 Dec 2011

BCBS Publications:

The internal audit function in banks - consultative document

21 Nov 2011

Press releases:

Counterparty credit risk rules - Basel III FAQs

21 Nov 2011

BCBS Publications:

Basel III counterparty credit risk - Frequently asked questions

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18 Nov 2011

BIS speeches:

by Jaime Caruana: Financial and real sector interactions: enter the sovereign "ex machina"

17 Nov 2011

Press releases:

The macrofinancial implications of alternative configurations for access to central counterparties in OTC derivatives markets: new CGFS report

17 Nov 2011

CGFS Publications:

The macrofinancial implications of alternative configurations for access to central counterparties in OTC derivatives markets

16 Nov 2011

BCBS Publications:

Interpretive issues with respect to the revisions to the market risk framework - updates from 16 November 2011

16 Nov 2011

OTC derivatives market activity in the first half of 2011

OTC derivatives market activity in the first half of 2011

16 Nov 2011

Press releases:

OTC derivatives market activity in the first half of 2011

15 Nov 2011

CAFRAL-BIS Conference on "Financial Sector Regulation for Growth, Equity and Stability in the Post Crisis World"

Joint CAFRAL-BIS Conference on "Financial Sector Regulation for Growth, Equity and Stability in the Post Crisis World" held in Mumbai, 15-16 November 2011.

14 Nov 2011

Working Papers:

China's evolving reserve requirements

by Guonan Ma, Yan Xiandong and Liu Xi

14 Nov 2011

Working Papers:

Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?

by Leonardo Gambacorta and Paolo Emilio Mistrulli

14 Nov 2011

BIS speeches:

by Jaime Caruana: Panel remarks on "Welfare effects of financial innovation"

13 Nov 2011

Press releases:

Global liquidity: new CGFS report

13 Nov 2011

CGFS Publications:

Global liquidity - concept, measurement and policy implications

07 Nov 2011

Working Papers:

News driven business cycles and data on asset prices in estimated DSGE models

by Stefan Avdjiev

07 Nov 2011

Working Papers:

Rescue packages and bank lending

by Michael Brei, Leonardo Gambacorta and Goetz von Peter

07 Nov 2011

Working Papers:

The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective

by Andrew Filardo

07 Nov 2011

Working Papers:

Anchoring countercyclical capital buffers: the role of credit aggregates

by Mathias Drehmann, Claudio Borio and Kostas Tsatsaronis

04 Nov 2011

BCBS Publications:

Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - final document

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04 Nov 2011

Press releases:

The Basel Committee issues final rules for global systemically important banks

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03 Nov 2011

BIS speeches:

by Stephen G Cecchetti: The rules of the road making the financial system safe for everyone

02 Nov 2011

BCBS Publications:

Capitalisation of bank exposures to central counterparties - second consultative document

02 Nov 2011

Press releases:

Capitalisation of bank exposures to central counterparties - consultative paper issued by the Basel Committee

27 Oct 2011

Macroprudential policy tools and frameworks - Progress Report to G20

This report responds to the call of G20 Leaders on the FSB, IMF and BIS to do further work on macroprudential policy. It traces the progress in implementing macroprudential policy frameworks along three broad lines: (i) advances in the identification and monitoring of systemic financial risk; (ii) the designation and calibration of instruments for macroprudential purposes; and (iii) building institutional and governance arrangements in the domestic and regional context.

26 Oct 2011

BIS speeches:

by Hervé Hannoun: Sovereign risk in bank regulation and supervision: Where do we stand?

25 Oct 2011

Press releases:

Basel capital framework's treatment of trade finance

25 Oct 2011

BCBS Publications:

Treatment of trade finance under the Basel capital framework

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20 Oct 2011

Press releases:

Basel III FAQs answered by the Basel Committee

20 Oct 2011

BCBS Publications:

Basel III definition of capital - Frequently asked questions (update of FAQs published in July 2011)

Also available in:

20 Oct 2011

Statistics:

Preliminary international banking statistics, second quarter 2011

19 Oct 2011

BIS speeches:

by Stephen G Cecchetti: How to cope with the too-big-to-fail problem?

18 Oct 2011

Press releases:

Update on Basel III implementation

18 Oct 2011

BCBS Publications:

Progress report on Basel III implementation

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14 Oct 2011

BIS speeches:

by Jaime Caruana: Basel III: New strains and old debates - challenges for supervisors, risk managers and auditors

13 Oct 2011

Portfolio and risk management for central banks and sovereign wealth funds

BIS Papers No. 58

13 Oct 2011

BIS speeches:

by Stephen G Cecchetti: Monetary policy lessons learned from the crisis and the post-crisis landscape

13 Oct 2011

Press releases:

Basel Committee announces Mr Wayne Byres as its next Secretary General

10 Oct 2011

Press releases:

Assessment of the macroeconomic impact - report issued by the Basel Committee and the Financial Stability Board

10 Oct 2011

BCBS Publications:

Assessment of the macroeconomic impact of higher loss absorbency for global systemically important banks

04 Oct 2011

The influence of external factors on monetary policy frameworks and operations

BIS Papers No. 57

30 Sep 2011

Central banking in Africa: prospects in a changing world

BIS Papers No. 56

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30 Sep 2011

CPSS Publications:

Statistics on payment, clearing and settlement systems in the CPSS countries - Figures for 2010 - preliminary release

30 Sep 2011

Working Papers:

Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward

by Claudio Borio

30 Sep 2011

Working Papers:

Central banking post-crisis: What compass for uncharted waters?

by Claudio Borio

28 Sep 2011

BIS speeches:

by Stephen G Cecchetti: Global imbalances: current accounts and financial flows

28 Sep 2011

Press releases:

Outcome of the September 2011 Basel Committee meeting

27 Sep 2011

Press releases:

High-frequency trading in the foreign exchange market: new report from the Markets Committee

19 Sep 2011

Press releases:

September 2011 Quarterly Review traces back recent turbulence in financial markets to weaker growth expectations

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19 Sep 2011

BIS Quarterly Review:

BIS Quarterly Review, September 2011

16 Sep 2011

Working Papers:

The real effects of debt

by Stephen G Cecchetti, Madhusudan Mohanty and Fabrizio Zampolli

05 Sep 2011

MAS-BIS joint conference for Property Markets and Financial Stability

Joint workshop of the Monetary Authority of Singapore and the Bank for International Settlements, Singapore, 5-6 September 2011.

02 Sep 2011

Press releases:

Payment, clearing and settlement systems in the CPSS countries - Volume 1

02 Sep 2011

CPSS Publications:

Payment, clearing and settlement systems in the CPSS countries - Volume 1

29 Aug 2011

The real effects of debt

Paper by S G Cecchetti, M S Mohanty and F Zampolli prepared for the "Achieving Maximum Long-Run Growth" symposium, sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, 25-27 August 2011. A revised version, published on 16 September 2011 and including the underlying data (in XLS), is available as BIS Working papers No 352.

by Stephen G Cecchetti, Madhusudan Mohanty and Fabrizio Zampolli

24 Aug 2011

Press releases:

CPSS-IOSCO releases report on requirements for OTC derivatives data reporting and aggregation

24 Aug 2011

CPSS Publications:

Report on OTC derivatives data reporting and aggregation requirements - consultative report

08 Aug 2011

Working Papers:

Weathering the financial crisis: good policy or good luck?

by Stephen G Cecchetti, Michael R King and James Yetman

29 Jul 2011

Working Papers:

The value of repeat lending

by Blaise Gadanecz, Alper Kara and Philip Molyneux

28 Jul 2011

The BIS in profile

27 Jul 2011

Statistics:

Preliminary international banking statistics, first quarter 2011

19 Jul 2011

Press releases:

Assessment methodology and the additional loss absorbency requirement for global systemically important banks - consultative document issued by the Basel Committee

19 Jul 2011

BCBS Publications:

Global systemically important banks: Assessment methodology and the additional loss absorbency requirement - consultative document

18 Jul 2011

Working Papers:

How do inflation expectations form? New insights from a high-frequency survey

by Gabriele Galati, Peter Heemeijer and Richhild Moessner

15 Jul 2011

Local currency bond markets and the Asian Bond Fund 2 Initiative

This report was prepared at the request of Mr Akinari Horii, former Assistant Governor of the Bank of Japan and Chair of the EMEAP Working Group on Financial Markets. It was prepared by Eric Chan, Michael Chui, Frank Packer and Eli M Remolona. It draws heavily from interviews with asset managers, investment strategists, interdealer brokers and central bank staff in several of the EMEAP economies.

by Eric Chan, Frank Packer, Eli M Remolona and Michael Chui

13 Jul 2011

Press releases:

Report on securitisation incentives released by the Joint Forum

13 Jul 2011

BCBS Publications:

Report on asset securitisation incentives

12 Jul 2011

Press releases:

Fixed income strategies of insurance companies and pension funds: new report from the Committee on the Global Financial System

12 Jul 2011

CGFS Publications:

Fixed income strategies of insurance companies and pension funds

11 Jul 2011

BIS speeches:

by Jaime Caruana: Regulatory reform: remaining challenges

11 Jul 2011

Press releases:

The impact of sovereign credit risk on bank funding conditions: new report from the Committee on the Global Financial System

11 Jul 2011

CGFS Publications:

The impact of sovereign credit risk on bank funding conditions

07 Jul 2011

BIS speeches:

by Jaime Caruana: Central banking between past and future: which way forward after the crisis?

06 Jul 2011

Press releases:

Report on progress on resolution policies and frameworks issued by the Basel Committee

06 Jul 2011

BCBS Publications:

Resolution policies and frameworks - progress so far

05 Jul 2011

Working Papers:

The international propagation of the financial crisis of 2008 and a comparison with 1931

by William A Allen and Richhild Moessner

05 Jul 2011

BCBS Publications:

Basel III framework for liquidity - Frequently asked questions

Also available in:

05 Jul 2011

BCBS Publications:

Basel III definition of capital - Frequently asked questions

Also available in:

05 Jul 2011

Press releases:

Basel III FAQs answered by the Basel Committee

01 Jul 2011

Press releases:

Pillar 3 disclosure requirements on remuneration issued by the Basel Committee

01 Jul 2011

BCBS Publications:

Pillar 3 disclosure requirements for remuneration - final document

30 Jun 2011

BCBS Publications:

Operational Risk - Supervisory Guidelines for the Advanced Measurement Approaches - final document

30 Jun 2011

BCBS Publications:

Principles for the Sound Management of Operational Risk - final document

30 Jun 2011

Press releases:

Guidance on operational risk issued by the Basel Committee

30 Jun 2011

Central Bank Governance Forum

30 Jun 2011

Charter for the Central Bank Governance Forum

30 Jun 2011

Central Bank Governance Forum information sheet

30 Jun 2011

BIS Quarterly Review, June 2011: Rating methodologies for banks

by Frank Packer and Nikola Tarashev

26 Jun 2011

BIS speeches:

by Jaime Caruana: General Manager's statement

26 Jun 2011

Press releases:

Building a lasting foundation for sustainable growth is focus of BIS 81st Annual Report

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26 Jun 2011

BIS speeches:

by Jaime Caruana: General Manager's speech: Building a lasting foundation for sustainable growth

26 Jun 2011

Press releases:

BIS invites new members

26 Jun 2011

The 81st Annual General Meeting

26 Jun 2011

BIS Annual Report 2010/11

Also available in:

26 Jun 2011

Statistics:

Annual Report 2010/11 - Statistics associated with the graphs

25 Jun 2011

Press releases:

Mervyn King to chair from November the Global Economy Meeting, Economic Consultative Committee, Group of Governors and Heads of Supervision; Stefan Ingves to chair Basel Committee on Banking Supervision

25 Jun 2011

Press releases:

Measures for global systemically important banks agreed by the Group of Governors and Heads of Supervision

23 Jun 2011

10th BIS Annual Conference 2011 - Fiscal policy and its implications for monetary and financial stability

Tenth BIS Annual Conference on "Fiscal policy and its implications for monetary and financial stability" held in Lucerne, Switzerland, 23-24 June 2011.

14 Jun 2011

Press releases:

Central bank governance and financial stability

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14 Jun 2011

Central bank governance and financial stability

This report contains details of new arrangements in a number of places, set in the context of a wider discussion of relevant governance issues. Such new arrangements usefully illustrate the different institutional solutions that are possible for a complex problem.

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10 Jun 2011

BIS speeches:

by Jaime Caruana: Monetary policy in a world with macroprudential policy

09 Jun 2011

BIS speeches:

by Hervé Hannoun: Introductory remarks - Financial crises: the role of deposit insurance

09 Jun 2011

Comprehensive quantitative impact study

09 Jun 2011

Basel III monitoring

06 Jun 2011

Press releases:

Inflation and growth perceptions drove recent financial market developments argues the latest BIS Quarterly Review

Also available in:

06 Jun 2011

BIS Quarterly Review:

BIS Quarterly Review, June 2011

01 Jun 2011

Press releases:

Capital treatment for bilateral counterparty credit risk finalised by the Basel Committee

01 Jun 2011

BCBS Publications:

Basel III: A global regulatory framework for more resilient banks and banking systems - revised version June 2011

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31 May 2011

Working Papers:

On harnessing the potential of financial inclusion

by Peter Dittus and Michael Klein

31 May 2011

The impact of the international financial crisis on Asia and the Pacific: Highlighting monetary policy challenges from an asset price bubble perspective

prepared for the LU-CME Conference on "New Perspectives on Asset Price Bubbles: Theory, Evidence, and Policy"

by Andrew Filardo

27 May 2011

Working Papers:

Global imbalances and the financial crisis: Link or no link?

by Claudio Borio and Piti Disyatat

26 May 2011

BIS speeches:

by Jaime Caruana: Global liquidity: a view from Basel

23 May 2011

Press releases:

Interactions of sovereign debt management, monetary conditions and financial stability: report by the Committee on the Global Financial System

23 May 2011

CGFS Publications:

Interactions of sovereign debt management with monetary conditions and financial stability

18 May 2011

Press releases:

OTC derivatives market activity in the second half of 2010

18 May 2011

OTC derivatives market activity in the second half of 2010

OTC derivatives market activity in the second half of 2010

12 May 2011

Press releases:

Aligning remuneration with risk and performance - report issued by the Basel Committee

12 May 2011

BCBS Publications:

Range of methodologies for risk and performance alignment of remuneration - final document

12 May 2011

2nd BIS Consultative Council for the Americas conference on "Monetary policy, financial stability and the business cycle"

2nd BIS Consultative Council for the Americas conference on "Monetary policy, financial stability and the business cycle", hosted by the Bank of Canada, Ottawa, 12-13 May 2011.

02 May 2011

Working Papers:

The bank lending channel: lessons from the crisis

by Leonardo Gambacorta and David Marques-Ibanez

29 Apr 2011

Statistics:

Preliminary international banking statistics, fourth quarter 2010

21 Apr 2011

Working Papers:

Dislocations in the won-dollar swap markets during the crisis of 2007-09

by Naohiko Baba and Ilhyock Shim

20 Apr 2011

Central Bank Research Hub e-mail alert

18 Apr 2011

Press releases:

High-Level Conference discusses ways to reduce global financial risk and improve macro-prudential regulation

13 Apr 2011

Working Papers:

Market structures and systemic risks of exchange-traded funds

by Srichander Ramaswamy

29 Mar 2011

CPSS Publications:

Statistics on payment and settlement systems in the CPSS countries - Figures for 2009

17 Mar 2011

Press releases:

BCBS and CPSS to issue guidance on foreign exchange settlement risk

14 Mar 2011

Macroprudential policy tools and frameworks

This update summarises the work underway internationally and nationally to develop effective macroprudential policies and frameworks, by drawing also on surveys conducted by the BIS (via the CGFS) and IMF. These efforts include regulatory reforms and the design of policy tools to strengthen the resilience of the financial system, as well as efforts at the national and regional level to develop fully-fledged macroprudential policy frameworks. An Annex discusses issues related to managing capital flows.

14 Mar 2011

Press releases:

Inflationary pressures discussed in the latest BIS Quarterly Review

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14 Mar 2011

BIS Quarterly Review:

BIS Quarterly Review, March 2011

10 Mar 2011

Working Papers:

Measuring the systemic importance of interconnected banks

by Mathias Drehmann and Nikola Tarashev

10 Mar 2011

Press releases:

CPSS-IOSCO principles for financial market infrastructures

10 Mar 2011

CPSS Publications:

Principles for financial market infrastructures - consultative report

Also available in:

10 Mar 2011

Working Papers:

Securitization is not that evil after all

by Ugo Albertazzi, Ginette Eramo, Leonardo Gambacorta and Carmelo Salleo

07 Mar 2011

BIS speeches:

by Jaime Caruana: Capital flows to the emerging market economies: a perspective on policy challenges

24 Feb 2011

Working Papers:

Cyclical fiscal policy, credit constraints, and industry growth

by Philippe Aghion, David Hemous and Enisse Kharroubi

23 Feb 2011

Working Papers:

Measuring disagreement in UK consumer and central bank inflation forecasts

by Richhild Moessner, Feng Zhu and Colin Ellis

23 Feb 2011

Working Papers:

BASEL III: Long-term impact on economic performance and fluctuations

by Paolo Angelini, Laurent Clerc, Vasco Cúrdia, Leonardo Gambacorta, Andrea Gerali, Alberto Locarno, Roberto Motto, Werner Roeger, Skander Van den Heuvel and Jan Vlček

16 Feb 2011

Austria's New Statistics on Foreign Affiliates

IFC Working Papers No 7

by Rene Dell`mour, Thomas Cernohous and Erich Greul

14 Feb 2011

BCBS Working Papers:

The transmission channels between the financial and real sectors: a critical survey of the literature

11 Feb 2011

BCBS Publications:

Revisions to the Basel II market risk framework - updated as of 31 December 2010

02 Feb 2011

Working Papers:

Macroprudential policy - a literature review

by Gabriele Galati and Richhild Moessner

31 Jan 2011

BCBS Working Papers:

Messages from the academic literature on risk measurement for the trading book

31 Jan 2011

Renminbising China's Foreign Assets

Pacific Economic Review, 16 (1), pp 1-17

by Guonan Ma, Robert N McCauley and Yin-Wong Cheung

28 Jan 2011

BIS speeches:

by Jaime Caruana: The role of central banks after the crisis

28 Jan 2011

The future of central banking under post-crisis mandates

BIS Papers No. 55

by Stephen G Cecchetti, Alexandre Lamfalussy, Jaime Caruana, Mark Carney, Andrew Crockett, Stefan Ingves, Lucas Papademos and Duvvuri Subbarao

28 Jan 2011

Statistics:

Preliminary international banking statistics, third quarter 2010

27 Jan 2011

BCBS Publications:

Core Principles for Effective Deposit Insurance Systems - A methodology for compliance assessment - final document

17 Jan 2011

BoK-BIS conference on Macroprudential regulation and policy: Call for Papers

Joint conference of the Bank of Korea and the Bank for International Settlements, Seoul, Korea, 17-18 January 2011.

13 Jan 2011

Press releases:

Final elements of the reforms to raise the quality of regulatory capital issued by the Basel Committee

Also available in:

11 Jan 2011

Press releases:

BIS Board appoints Masaaki Shirakawa as Vice-Chairman

10 Jan 2011

Press releases:

José De Gregorio appointed Chair of the BIS Consultative Council for the Americas

07 Jan 2011

Working Papers:

Policymaking from a "macroprudential" perspective in emerging market economies

by Ramon Moreno

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