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21 December 2009
|
Working Papers:
The risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial
|
|
18 December 2009
|
CPSS publication:
Statistics on payment and settlement systems in selected countries - Figures for 2008
|
|
17 December 2009
|
Basel Committee press release and publications:
 Strengthening the resilience of the banking sector
International framework for liquidity risk measurement, standards and monitoring
|
|
8 December 2009
|
BIS speeches:
Hervé Hannoun: Unwinding public interventions after the crisis
|
|
7 December 2009
|
Publication and press release:
BIS Quarterly Review December 2009 - International banking and financial market developments
In this issue: 1) Macro stress tests and crises: what can we learn?, 2) Monetary policy and the risk-taking channel, 3) Government size and macroeconomic stability, 4) Issues and developments in loan loss provisioning: the case of Asia, 5) Dollar appreciation in 2008: safe haven, carry trades, dollar shortage and overhedging
|
|
1 December 2009
|
International Journal of Central Banking (IJCB), December 2009
In this issue:
1) Interbank Lending, Credit-Risk Premia, and Collateral, 2) Liquidity, Moral Hazard, and Interbank Market Collapse, 3) Credit, Asset Prices, and Financial Stress, 4) Commentary: Prices and Quantities in the Monetary Policy Transmission Mechanism, 5) Strategic Trading in Multiple Assets and the Effects on Market Volatility, 6) Commentary: When Everyone Runs for the Exit
|
|
20 November 2009
|
Working Papers:
Unconventional monetary policies: an appraisal
Ten propositions about liquidity crises
|
|
18 November 2009
|
BIS speeches:
Jaime Caruana: Unconventional monetary policies in time of crisis
|
|
16 November 2009
|
BIS speeches:
Stephen G Cecchetti: Residential property price indices
|
|
12 November 2009
|
Publication and press release:
OTC derivatives market activity in the first half of 2009
|
|
7 November 2009
|
Publication:
Guidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments: Initial Considerations
|
|
29 October 2009
|
BIS speeches:
Jaime Caruana: Financial reforms: what are the common lessons for prudential supervisors?
|
|
22 October 2009
|
Statistics:
Provisional international banking statistics at end-June 2009
|
|
15 October 2009
|
Basel Committee press release and publication:
Analysis of the trading book quantitative impact study
|
|
14 October 2009
|
Working Papers:
The US dollar shortage in global banking and the international policy response
|
|
8 October 2009
|
Working Papers:
Mutual guarantee institutions and small business finance
|
|
30 September 2009
|
CGFS publication:
Credit risk transfer statistics
|
|
29 September 2009
|
Working Papers:
Incentives and tranche retention in securitisation: a screening model
|
|
29 September 2009
|
Basel Committee press release and publication:
Report on Special Purpose Entities
|
|
28 September 2009
|
CPSS publication:
Statistics on payment and settlement systems in selected countries - Figures for 2008 - Preliminary release
|
|
25 September 2009
|
BIS speeches:
Jaime Caruana: Deposit insurance core principles
|
|
24 September 2009
|
Working Papers:
Time to buy or just buying time? The market reaction to bank rescue packages
|
|
17 September 2009
|
Basel Committee press release and publication:
Report and recommendations of the Cross-border Bank Resolution Group
|
|
15 September 2009
|
Press release:
2010 Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity
|
|
14 September 2009
|
Publication:
Integrating financial stability: new models for a new challenge
|
|
14 September 2009
|
Publication and press release:
BIS Quarterly Review September 2009 - International banking and financial market developments
In this issue: 1) The future of securitisation: how to align incentives?, 2) Central counterparties for over-the-counter derivatives, 3) The cost of equity for global banks: a CAPM perspective from 1990 to 2009, 4) The systemic importance of financial institutions
|
|
11 September 2009
|
BIS speeches:
Jaime Caruana: The international policy response to financial crises: making the macroprudential approach operational
|
|
7 September 2009
|
Press release:
Comprehensive response to the global banking crisis
|
|
1 September 2009
|
International Journal of Central Banking (IJCB), September 2009
In this issue:
1) Stress Testing Credit risk: A Survey of Authorities' Approaches, 2) Towards a Framework of Quantifying Systemic Stability, 3) Interdependencies between Expected Default Frequency and the Macro Economy, 4) Stress Testing the Enterprise Sector's Bank Debt: A Micro Approach, 5) Crash Testing German Banks, 6) Macroeconomic Default Modeling and Stress Testing, 7) How to Find Plausible, Severe, and Useful Stress Scenarios
|
|
27 August 2009
|
Basel Committee press release and publication:
Guiding principles for the replacement of IAS 39
|
|
26 August 2009
|
Working Papers:
International portfolio rebalancing and exchange rate fluctuations in Thailand
|
|
24 August 2009
|
Publication:
Financial Crises and Economic Activity
|
|
31 July 2009
|
BIS Papers:
An assessment of financial sector rescue programmes
|
|
28 July 2009
|
Basel Committee press release and publication:
Results from the 2008 Loss Data Collection Exercise
|
|
24 July 2009
|
IFC Bulletin:
Measuring financial innovation and its impact
|
|
24 July 2009
|
Press release:
Committee on Payment and Settlement Systems broadens its membership
|
|
23 July 2009
|
Statistics:
Provisional international banking statistics at end-March 2009
|
|
20 July 2009
|
CPSS press release:
Clearing arrangements for OTC derivatives: CPSS-IOSCO working group on the review of the "Recommendations for Central Counterparties"
|
|
13 July 2009
|
Basel Committee press release and publications:
Enhancements to the Basel II framework
Revisions to the Basel II market risk framework - final version
Guidelines for computing capital for incremental risk in the trading book - final version
|
|
10 July 2009
|
BIS speeches:
Stephen G Cecchetti: Financial system and macroeconomic resilience: revisited
|
|
7 July 2009
|
Working Papers:
China's evolving external wealth and rising creditor position
|
|
7 July 2009
|
Working Papers:
From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers
|
|
1 July 2009
|
IFC Bulletin:
The use of surveys by central banks
|
|
29 June 2009
|
Webcast of AGM press conference
|
|
29 June 2009
|
BIS speeches:
Jaime Caruana: General Manager's speech at the Annual General Meeting - the narrow path ahead
|
|
29 June 2009
|
Annual General Meeting
|
|
29 June 2009
|
BIS Annual Report 2008/09
|
|
29 June 2009
|
Press release:
BIS Annual Report: Rescue, recovery, reform - the narrow path ahead
|
|
26 June 2009
|
Press release:
Már Gudmundsson appointed Governor of the Central Bank of Iceland
|
|
18 June 2009
|
Basel Committee press release and publication:
Core Principles for Effective Deposit Insurance Systems - final paper
|
|
15 June 2009
|
Basel Committee press release and publication:
Stocktaking on the use of credit ratings
|
|
11 June 2009
|
Working Papers:
Towards an operational framework for financial stability: "fuzzy" measurement and its consequences
|
|
10 June 2009
|
Press release:
The Basel Committee broadens its membership
|
|
8 June 2009
|
Publication and press release:
BIS Quarterly Review June 2009 - International banking and financial market developments
In this issue: 1) Government debt management at low interest rates, 2) The global crisis and Latin America: financial impact and policy responses
|
|
2 June 2009
|
International Journal of Central Banking (IJCB), June 2009
In this issue:
1) Modeling Bank Senior Unsecured Ratings: A Reasoned Structured Approach to Bank Credit Assessment, 2) Explaining Monetary Policy in Press Conferences, 3) The Interest Rate Conditioning Assumption, 4) Futures Contract Rates as Monetary Policy Forecasts, 5) Firm-Specific Capital and Welfare, 6) Instability and Nonlinearity in the Euro-Area Phillips Curve
|
|
26 May 2009
|
BIS Papers:
Communication of monetary policy decisions by central banks: what is revealed and why
|
|
25 May 2009
|
BIS Papers:
Household debt: implications for monetary policy and financial stability
|
|
20 May 2009
|
Basel Committee press release and publication:
Principles for sound stress testing practices and supervision - final paper
|
|
19 May 2009
|
BIS speeches:
Jaime Caruana: Financial globalisation, the crisis and Latin America
|
|
19 May 2009
|
Publication and press release:
OTC derivatives market activity in the second half of 2008
|
|
18 May 2009
|
Publication and press release:
Issues in the Governance of Central Banks
|
|
14 May 2009
|
Basel Committee press release and Working Paper:
Findings on the interaction of market and credit risk
|
|
13 May 2009
|
Press release:
BIS, ECB, IMF publish Handbook on Securities Statistics
|
|
13 May 2009
|
Press release:
BIS appoints Diego Devos as General Counsel
|
|
12 May 2009
|
Basel Committee press release and publication:
Due diligence and transparency regarding cover payment messages related to cross-border wire transfers - final paper
|
|
11 May 2009
|
CPSS press release:
William C Dudley appointed CPSS Chairman
|
|
11 May 2009
|
Working Papers:
Another look at global disinflation
|
|
30 April 2009
|
Working Papers:
China's exchange rate policy and Asian trade
|
|
29 April 2009
|
Working Papers:
A Framework for Assessing the Systemic Risk of Major Financial Institutions
|
|
29 April 2009
|
Statistics:
Provisional international banking statistics at end-December 2008
|
|
17 April 2009
|
CGFS publication:
The role of valuation and leverage in procyclicality
|
|
16 April 2009
|
Working Papers:
Measuring portfolio credit risk correctly: why parameter uncertainty matters
|
|
15 April 2009
|
Basel Committee publication:
Supervisory guidance for assessing banks' financial instrument fair value practices - final paper
|
|
3 April 2009
|
Press releases:
Financial Stability Forum issues Recommendations and Principles to Strengthen Financial Systems and Financial Stability Forum re-established as the Financial Stability Board
|
|
31 March 2009
|
Working Papers:
The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices
|
|
31 March 2009
|
BIS Papers:
Whither monetary policy? Monetary policy challenges in the decade ahead
and accompanying Working Papers:
|
|
30 March 2009
|
Basel Committee press release and speech by Nout Wellink:
Basel Committee initiatives in response to the financial crisis
|
|
27 March 2009
|
Basel Committee publication:
Range of practices and issues in economic capital frameworks
|
|
25 March 2009
|
Irving Fisher Committee Working Papers:
Design and evaluation of core inflation measures for Turkey
|
|
13 March 2009
|
Press release:
Financial Stability Forum decides to broaden its membership
|
|
13 March 2009
|
Press release:
Financial Stability Forum meets in London
|
|
13 March 2009
|
Press release:
Expansion of membership announced by the Basel Committee
|
|
12 March 2009
|
Joint Basel Committee/IADI publication:
Core principles for effective deposit insurance systems - consultative document
|
|
12 March 2009
|
Press release:
Initiatives on capital announced by the Basel Committee
|
|
6 March 2009
|
CPSS publication:
Statistics on payment and settlement systems in selected countries - Figures for 2007
|
|
3 March 2009
|
Working Papers:
Bank ties and firm performance in Japan: some evidence since FY2002
|
|
3 March 2009
|
International Journal of Central Banking (IJCB), March 2009
In this issue:
1) Banking Integration, Bank Stability, and Regulation Introduction to a Special Issue of the International Journal of Central Banking, 2) Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union, 3) Transparency of Regulation and Cross-Border Bank Mergers, 4) Efficient Asset Allocations in the Banking Sector and Financial Regulation, 5) Cross-Border Bank Contagion in Europe, 6) Fiscal Burden Sharing in Cross-Border Banking Crises
|
|
2 March 2009
|
Publication and press release:
BIS Quarterly Review March 2009 - International banking and financial market developments
In this issue: 1) Assessing the risk of banking crises - revisited, 2) The US dollar shortage in global banking, 3) US dollar money market funds and non-US banks, 4) Execution methods in foreign exchange markets
|
|
27 February 2009
|
Working Papers:
Private information, stock markets, and exchange rates
|
|
13 February 2009
|
BIS speeches:
Hervé Hannoun: Long-term sustainability versus short-term stimulus: is there a trade-off?
|
|
3 February 2009
|
CGFS press release and publication:
Capital flows and emerging market economies
|
|
30 January 2009
|
BIS Papers:
Financial globalisation and emerging market capital flows
|
|
29 January 2009
|
Statistics:
Provisional international banking statistics at end-September 2008
|
|
27 January 2009
|
IFC Bulletin:
Challenges to improve global comparison of securities statistics
|
|
16 January 2009
|
Basel Committee press release and publication:
Enhancements to the Basel II Framework, including the capital regime for trading book positions
|
|
12 January 2009
|
Press release:
Guillermo Ortiz elected new Chairman of BIS Board |
|
8 January 2009
|
Press release:
Steps to strengthen implementation of supervisory standards and guidance taken by the Basel Committee
|
|
6 January 2009
|
Basel Committee publication and press release:
Principles for sound stress testing practices and supervision
|
