News archive - 2006

28 December 2006 BIS Papers: Financial Globalisation
  Working Papers:
Democracy and globalisation
Financial globalisation, governance and the evolution of the home bias
Phoenix miracles in emerging markets: recovering without credit from systemic financial crises
An equilibrum model of "global imbalances" and low interest rates
22 December 2006 BIS Papers: Monetary policy in Asia: approaches and implementation
15 December 2006 Translations of the BIS Quarterly Review - December 2006
13 December 2006 International Journal of Central Banking (IJCB), December 2006
In this issue: 1) Basel II and the Risk Management of Basket Options with Time-Varying Correlations, 2) Firm-Specific Labor and Firm-Specific Capital: Implications for the Euro-Data New Phillips Curve, 3) State-Dependent Stock Market Reactions to Monetary Policy, 4) Monetary Policy Inertia: Fact or Fiction?, 5) Expectations, Learning, and Discretionary Policymaking, 6) The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data
11 December 2006 Publication and press release:
BIS Quarterly Review December 2006 - International banking and financial market developments
In this issue: 1) Tracking international bank flows,   2) Internationalising a currency: the case of the Australian dollar,   3) The structure of housing finance markets and house prices in Asia,   4) The role of government-supported housing finance agencies in Asia,   5) Corporate credit guarantees in Asia  
4 December 2006 Update: BIS effective exchange rate indices
1 December 2006 BIS publications:
Guidelines to the international consolidated banking statistics
Guidelines to the international locational banking statistics
30 November 2006 Basel Committee Working Paper:
Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project
24 November 2006 BCBS comments on International Accounting Standards Board's discussion paper - "Preliminary views on an improved conceptual framework for financial reporting: the objective of financial reporting and qualitative characteristics of decision-useful financial reporting information"
24 November 2006 French and Spanish translations of BCBS documents: Core Principles and Core Principles Methodology - October 2006
21 November 2006 CPSS publication: Statistics on payment and settlement systems in selected countries - Figures for 2005 (preliminary version)
17 November 2006 Publication and press release: The Global OTC Derivatives Market at end-June 2006
8 November 2006 BIS speeches:
William R White: Measured wealth, real wealth and the illusion of saving
6 November 2006 BIS Papers: Asian bond markets: issues and prospects
2 November 2006 Update: BIS effective exchange rate indices
26 October 2006 Basel Committee publication:
Report on International Developments in Banking Supervision
25 October 2006 FSI publications:
FSI Occasional Paper Implementation of the new capital adequacy framework in non-Basel Committee member countries: Summary of responses to the 2006 follow-up Questionnaire on Basel II implementation
FSI Award 2006 Winning Paper Stability of a "through-the-cycle" rating system during a financial crisis
25 October 2006 Provisional international banking statistics at end-June 2006
24 October 2006 Basel Committee newsletters:
Risk weight for International Finance Facility for Immunization (IFFIm)
20 October 2006 Complete translations of the BIS Quarterly Review - September 2006.
16 October 2006 BIS speeches:
Malcolm D Knight: Opening remarks by Mr Malcolm Knight at the FSI Conference on Promoting Inclusive Financial Systems
13 October 2006 Basel Committee publication and press release:
Observed range of practice in key elements of Advanced Measurement Approaches (AMA)
12 October 2006 Working Papers:
The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
Estimation of Asian effective exchange rates: a technical note
6 October 2006 Update: BIS effective exchange rate indices
6 October 2006 Basel Committee publications and press release:
Core Principles for Effective Banking Supervision
Core Principles Methodology
6 October 2006 Press release:
Global community of banking supervisors enhances the Basel Core Principles and strengthens supervisory collaboration
5 October 2006 BIS speeches:
Malcolm D Knight: Marrying the micro- and macroprudential dimensions of financial stability: six years on
27 September 2006 Working Papers:
Monetary and prudential policies at a crossroads? New challenges in the new century
26 September 2006 BIS speeches:
Malcolm D Knight: Global banking: paradigm shift - towards meeting the emerging challenges
25 September 2006 BIS speeches:
Malcolm D Knight: International reserve diversification and disclosure
19 September 2006 Working Papers:
Devaluations, output and the balance sheet effect: a structural econometric analysis
18 September 2006 Basel Committee newsletters:
The IRB Use Test: Background and Implementation
17 September 2006 Press release:
Communiqu¿ of the Ministers and Governors of the Group of Ten
15 September 2006 Working Papers:
The pricing of portfolio credit risk
14 September 2006 Translations of chapter 1 of the BIS Quarterly Review - September 2006
11 September 2006 International Journal of Central Banking (IJCB), September 2006
In this issue: 1) Staggered Pricing Models Face the Facts, 2) What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area, 3) Intrinsic and Inherited Inflation Persistence 4) A Bayesian DSGE Model with Infinite-Horizon Learning: Do "Mechanical" Sources of Persistence Become Superfluous?, 5) Firm-Specific Production Factors in a DSGE Model with Taylor Price Setting, 6) U.S. Wage and Price Dynamics: A Limited-Information Approach, 7) Monetary Policy and Inflation Dynamics
11 September 2006 Publication and press release:
BIS Quarterly Review September 2006 - International banking and financial market developments
In this issue: 1) The changing composition of official reserves,   2) Foreign exchange reserve accumulation in emerging markets: what are the domestic implications?,   3) Forward currency markets in Asia: lessons from the Australian experience,   4) Derivatives activity and monetary policy,   5) 150 years of financial market volatility  
6 September 2006 Press release:
Financial Stability Forum meets in Paris
5 September 2006 Working Papers:
Risk in financial reporting: status, challenges and suggested directions
4 September 2006 Working Papers:
Risk and liquidity in a system context
1 September 2006 Working Papers:
Do accounting changes affect the economic behaviour of financial firms?
Institution-specific value
Fair value accounting for financial instruments: some implications for bank regulation
1 September 2006 Update: BIS effective exchange rate indices
30 August 2006 New release: Joint BIS-IMF-OECD-WB statistics on external debt
29 August 2006 Joint Forum publication and press release:
High-level principles for business continuity
29 August 2006 Working Papers:
Including estimates of the future in today's financial statements
25 August 2006 BIS Papers: The recent behaviour of financial market volatility
7 August 2006 BIS Papers: The banking system in emerging economies: how much progress has been made?
3 August 2006 Update: BIS effective exchange rate indices
25 July 2006 Provisional international banking statistics at end-March 2006
21 July 2006 Complete translations of the BIS Quarterly Review - June 2006.
19 July 2006 Scanned publications:
Economic Papers Nos. 1-19 (1979-1987)
18 July 2006 Press release:
The 2007 Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity
12 July 2006 Translations of chapters 1 - 4 of the BIS Quarterly Review - June 2006.
5 July 2006 BIS speeches:
Malcolm D Knight: Remarks on Frederick Mishkin's paper: "Financial stability and globalisation: getting it right"
4 July 2006 Basel Committee:
Comprehensive version of Basel II
3 July 2006 Update: BIS effective exchange rate indices
30 June 2006 BIS speeches:
William R White: Financial Globalisation
30 June 2006 International Journal of Central Banking (IJCB), June 2006
In this issue: 1) Global Bond Portfolios and EMU, 2)  Anticipation of Monetary Policy and Open Market Operations, 3) Credit Cycles, Credit Risk, and Prudential Regulation, 4) Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis, 5) Clustering or Competition? The Foreign Investment Behavior of German Banks, 6) Factor Model Forecasts for New Zealand
26 June 2006 76th Annual Report 2005/2006
26 June 2006 Annual General Meeting
26 June 2006 Press release:
BIS Board of Directors elects three new members
25 June 2006 Press release:
Donald L Kohn appointed Chairman of the Committee on the Global Financial System
21 June 2006 Fifth BIS Annual Conference: Financial Globalisation
Brunnen, Switzerland, 19-20 June 2006.
19 June 2006 Publication and press release:
Central banks and the challenge of development
16 June 2006 Basel Committee: QIS 5 (Quantitative Impact Study) results
16 June 2006 Translations of chapter 1 of the BIS Quarterly Review - June 2006
14 June 2006 Working Papers:
The price impact of rating announcements: which announcements matter?
14 June 2006 Basel Committee publication and press release:
Sound credit risk assessment and valuation for loans
14 June 2006 Basel Committee publication and press release:
Supervisory guidance on the use of the fair value option for financial instruments by banks
12 June 2006 Publication and press release:
BIS Quarterly Review June 2006 - International banking and financial market developments
In this issue: 1) Domestic bond markets in Latin America: achievements and challenges,   2) Securitisation in Asia and the Pacific: implications for liquidity and credit risks  
6 June 2006 BIS speeches:
Malcolm Knight: Promoting Liquidity in Domestic Bond Markets
2 June 2006 Basel Committee publications and press release:
Home-host information sharing for effective Basel II implementation
1 June 2006 Update: BIS effective exchange rate indices
31 May 2006 New release: Joint BIS-IMF-OECD-WB statistics on external debt
29 May 2006 Working Papers:
Dynamic prudential regulation: Is prompt corrective action optimal?
26 May 2006 BIS speeches:
Malcolm Knight: Globalisation and Financial Markets
24 May 2006 Press release:
Basel Committee maintains calibration of Basel II Framework
19 May 2006 BIS speeches:
Malcolm Knight: Presentation in a session 'Asia, the US Dollar and Global Imbalances'
19 May 2006 BIS speeches:
Malcolm Knight: Why have long-term interest rates been so low? Is the global interest rate cycle beginning to turn?
19 May 2006 Press release:
Nout Wellink to succeed Jaime Caruana as Chairman of the Basel Committee on Banking Supervision
19 May 2006 Publication and press release: The Global OTC Derivatives Market at end-December 2005.
18 May 2006 New central bank link: Central Bank of The Gambia
17 May 2006 First Public Report of the Public Interest Oversight Board
12 May 2006 Updated basic texts
11 May 2006 Scanned publications:
Economic Papers Nos. 20-38 (1987-1993)
3 May 2006 Spanish translation of Amendment to the capital accord to incorporate market risks
3 May 2006 Joint Forum publication and press release: The management of liquidity risk in financial groups
3 May 2006 Joint Forum publication and press release: Regulatory and market differences: issues and observations
2 May 2006 Update: BIS effective exchange rate indices
26 April 2006 New pages: BIS historical overview
25 April 2006 Press release and commentary on Provisional international banking statistics at end-December 2005
24 April 2006 Press release:
Mario Draghi to succeed Roger Ferguson as Chairman of the Financial Stability Forum
20 April 2006 Complete translations of the BIS Quarterly Review - March 2006.
18 April 2006 Working Papers:
Is price stability enough?
18 April 2006 Working Papers:
Monetary policy regimes and macroeconomic outcomes: Hong Kong and Singapore
11 April 2006 Scanned publications:
Working Papers Nos. 1-34 (1980-1996)
Economic Papers Nos. 39-45 (1993-1996)
10 April 2006 CPSS publication: Statistics on payment and settlement systems in selected countries - Figures for 2004
6 April 2006 Basel Committee publications and press release:
Core Principles for Effective Banking Supervision - consultative document
Core Principles Methodology - consultative document
4 April 2006 Update: BIS effective exchange rate indices
30 March 2006 Press release:
BIS, IMF, OECD and the World Bank launch joint external debt website
30 March 2006 Basel Committee newsletters:
Use of vendor products in the Basel II IRB framework
30 March 2006 Translations of chapters 1 - 4 of the BIS Quarterly Review - March 2006.
17 March 2006 Working Papers:
Macro factors in the term structure of credit spreads
17 March 2006 Working Papers:
Time-varying exchange rate pass-through: experiences of some industrial countries
17 March 2006 BIS speeches:
Malcolm Knight: Money, credit and asset prices: (Re-)learning to read their message
17 March 2006 Press releases:
Financial Stability Forum concludes fourth Asia-Pacific regional meeting
Financial Stability Forum meets in Sydney
13 March 2006 CPSS publication and press release:
General principles for international remittance services - consultative report
13 March 2006 BIS speeches:
Hervé Hannoun: Internationalisation of financial services: implications and challenges for central banks
9 March 2006 Translations of chapter 1 of the BIS Quarterly Review - March 2006
7 March 2006 French and Spanish translations of CPSS publication No 70: General guidance for national payment system development
7 March 2006 BIS Papers: Past and future of central bank cooperation: policy panel discussion
BIS Working Papers:
One hundred and thirty years of central bank cooperation: a BIS perspective
Almost a century of central bank cooperation
Architects of stability? International cooperation among financial supervisors
The future of central bank cooperation
Central banks, governments and the European monetary unification process
6 March 2006 Publication and press release:
BIS Quarterly Review March 2006 - International banking and financial market developments
In this issue: 1) The new BIS effective exchange rate indices,   2) Prime or not so prime? An exploration of US housing finance in the new century,   3) Basket weaving: the euromarket experience with basket currency bonds   4) Risk premia across markets: information from option prices  
28 February 2006 Working Papers:
The evolving inflation process: an overview
28 February 2006 Working Papers:
Interpreting Euro area inflation at high and low frequencies
24 February 2006 New release: Joint BIS-IMF-OECD-WB statistics on external debt
22 February 2006 Working Papers:
Output gaps and inflation in Mainland China
13 February 2006 Press release:
CPSS working group on clearing and settlement arrangements for OTC derivatives
13 February 2006 Press release:
BIS announces initiatives to deepen its involvement in Asia
13 February 2006 Basel Committee publication and press release:
Enhancing corporate governance for banking organisations
10 February 2006 Complete translations of the BIS Quarterly Review - December 2005.
8 February 2006 BIS speeches:
Malcolm Knight: Challenges for financial institutions today
7 February 2006 BIS Papers: Developing corporate bond markets in Asia
1 February 2006 Central bank papers written in connection with the CGFS Working Group report Housing finance in the global financial market
1 February 2006 CPSS press release:
Survey of foreign exchange settlement risk
27 January 2006 Basel Committee: Update to QIS 5 (Quantitative Impact Study) workbook
26 January 2006 New page: Published research from the BIS Representative Office for the Americas
24 January 2006 Report by legal experts: Review of the governance of the Bank for International Settlements
24 January 2006 Press release and commentary on Provisional international banking statistics at end-September 2005
23 January 2006 G10 press release: Philipp Hildebrand to chair the Deputies of the Group of Ten
20 January 2006 CPSS publication: Statistics on payment and settlement systems in selected countries - Figures for 2004
18 January 2006 Translations of chapters 1 - 4 of the BIS Quarterly Review - December 2005.
17 January 2006 CGFS publication and press release:
Housing finance in the global financial market
10 January 2006 Press release:
BIS to host Irving Fisher Committee on Central Bank Statistics
9 January 2006 Press release:
Jean-Pierre Roth to chair BIS Board
9 January 2006 CPSS publication and press release:
Cross-border collateral arrangements
9 January 2006 CPSS publication and press release:
General guidance for national payment system development
6 January 2006 Working Papers:
Procyclicality in the financial system: do we need a new macrofinancial stabilisation framework?